+291.9%
FTI vs AME
+427.9%
-136.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.1% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | +0.4% | -8.6% | +9.0% | +8.1% |
| 3M | +8.1% | +5.8% | +2.3% | +2.2% |
| 6M | +16.7% | +3.8% | +12.9% | +10.6% |
| YTD | +70.0% | +14.4% | +55.5% | +47.4% |
| 1Y | +85.4% | +25.8% | +59.7% | +46.6% |
| 3Y | +265.9% | +55.2% | +210.8% | +131.2% |
| 5Y | +1,072.7% | +85.5% | +987.2% | +504.2% |
| All | +291.9% | +427.9% | -136.0% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling