+85.4%
FTI vs ALM
+279.2%
-193.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.7% | -2.6% |
| 7D | -5.6% | -7.1% | +1.5% | -5.4% |
| 30D | +0.4% | +24.7% | -24.3% | -0.2% |
| 3M | +8.1% | +8.3% | -0.2% | +8.0% |
| 6M | +16.7% | -22.2% | +38.9% | +17.1% |
| YTD | +70.0% | +88.1% | -18.1% | +73.1% |
| 1Y | +85.4% | +272.4% | -186.9% | +78.4% |
| All | +85.4% | +279.2% | -193.7% | +78.4% |
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 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