+1,775.6%
FTI vs AME
+6,453.5%
-4,677.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +1.7% |
| 7D | +4.3% | +5.9% | -1.6% | -0.1% |
| 30D | -4.7% | -1.9% | -2.7% | -3.7% |
| 3M | -13.5% | -5.4% | -8.2% | -10.5% |
| 6M | -8.7% | +4.9% | -13.6% | -13.1% |
| YTD | +49.0% | +18.5% | +30.5% | +28.4% |
| 1Y | +54.0% | +25.5% | +28.6% | +26.9% |
| 3Y | +211.6% | +63.0% | +148.6% | +107.0% |
| 5Y | +881.9% | +78.3% | +803.6% | +500.3% |
| 10Y | +188.1% | +447.1% | -259.0% | -16.7% |
| All | +1,775.6% | +6,453.5% | -4,677.9% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling