+51.8%
FTI vs ALM
+7.9%
+43.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.4% |
| 7D | +5.4% | -4.0% | +9.4% | +5.6% |
| 30D | -8.2% | -30.5% | +22.3% | -6.9% |
| 3M | -13.7% | -46.9% | +33.2% | -11.7% |
| 6M | -11.2% | -65.5% | +54.3% | -7.8% |
| YTD | +46.0% | -13.4% | +59.4% | +57.4% |
| 1Y | +51.8% | +9.8% | +42.0% | +69.5% |
| All | +51.8% | +7.9% | +43.9% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling