+102.7%
FTI vs ALM
+7,705.7%
-7,603.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +5.3% | -2.6% | +7.9% | +5.3% |
| 30D | +15.3% | +32.0% | -16.7% | +15.2% |
| 3M | +15.8% | -15.0% | +30.8% | +15.8% |
| 6M | +22.6% | -10.1% | +32.7% | +22.5% |
| YTD | +79.5% | +99.4% | -19.9% | +79.1% |
| 1Y | +102.0% | +316.4% | -214.3% | +101.0% |
| 3Y | +315.8% | +2,022.0% | -1,706.2% | +311.7% |
| 5Y | +1,129.5% | +941.2% | +188.3% | +1,118.3% |
| 10Y | +320.9% | +2,950.3% | -2,629.4% | +316.5% |
| All | +102.7% | +7,705.7% | -7,603.1% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling