+279.3%
FTI vs AME
+56.9%
+222.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.2% | +2.8% | -3.0% | -1.6% |
| 30D | +12.3% | -6.3% | +18.6% | +15.9% |
| 3M | +13.8% | +5.4% | +8.4% | +10.1% |
| 6M | +24.3% | +7.4% | +16.8% | +18.3% |
| YTD | +75.8% | +16.2% | +59.6% | +59.6% |
| 1Y | +99.6% | +26.8% | +72.8% | +71.3% |
| All | +279.3% | +56.9% | +222.4% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling