+1,157.0%
FTI vs AME
+83.9%
+1,073.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -2.3% | +1.3% | -3.7% | -3.1% |
| 30D | +5.0% | -6.6% | +11.6% | +9.1% |
| 3M | +13.8% | +3.0% | +10.9% | +11.3% |
| 6M | +22.9% | +5.3% | +17.6% | +17.7% |
| YTD | +75.0% | +15.4% | +59.5% | +58.0% |
| 1Y | +96.9% | +26.8% | +70.1% | +66.7% |
| 3Y | +276.7% | +56.5% | +220.2% | +174.7% |
| 5Y | +1,157.0% | +85.2% | +1,071.8% | +686.2% |
| All | +1,157.0% | +83.9% | +1,073.1% | +686.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling