+1,168.7%
FTI vs ALM
+1,033.0%
+135.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.8% | -10.9% | -2.5% |
| 7D | -0.2% | +8.4% | -8.6% | -0.6% |
| 30D | +12.3% | +34.8% | -22.5% | +10.5% |
| 3M | +13.8% | +16.2% | -2.5% | +12.4% |
| 6M | +24.3% | +2.1% | +22.1% | +22.8% |
| YTD | +75.8% | +117.0% | -41.3% | +66.6% |
| 1Y | +99.6% | +313.9% | -214.2% | +80.8% |
| 3Y | +278.4% | +2,327.9% | -2,049.5% | +196.3% |
| 5Y | +1,168.7% | +1,040.6% | +128.1% | +946.2% |
| All | +1,168.7% | +1,033.0% | +135.7% | +946.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling