+102.0%
FTI vs AME
+29.8%
+72.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +15.3% | -6.7% | +22.0% | +17.5% |
| 3M | +15.8% | +4.1% | +11.7% | +14.4% |
| 6M | +22.6% | +1.6% | +21.0% | +22.1% |
| YTD | +79.5% | +16.1% | +63.4% | +70.1% |
| 1Y | +102.0% | +27.3% | +74.7% | +83.1% |
| All | +102.0% | +29.8% | +72.2% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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