+291.9%
FTI vs ALM
+2,776.7%
-2,484.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.7% | -2.5% |
| 7D | -5.6% | -7.1% | +1.5% | -5.4% |
| 30D | +0.4% | +24.7% | -24.3% | -0.6% |
| 3M | +8.1% | +8.3% | -0.2% | +7.4% |
| 6M | +16.7% | -22.2% | +38.9% | +16.8% |
| YTD | +70.0% | +88.1% | -18.1% | +64.1% |
| 1Y | +85.4% | +272.4% | -186.9% | +73.1% |
| 3Y | +265.9% | +2,004.1% | -1,738.2% | +212.6% |
| 5Y | +1,072.7% | +915.8% | +157.0% | +917.8% |
| All | +291.9% | +2,776.7% | -2,484.9% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling