+2,159.9%
FTI vs AME
+6,325.3%
-4,165.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.4% |
| 7D | +5.3% | +0.6% | +4.7% | +4.8% |
| 30D | +15.3% | -6.7% | +22.0% | +21.1% |
| 3M | +15.8% | +4.1% | +11.7% | +11.5% |
| 6M | +22.6% | +1.6% | +21.0% | +19.1% |
| YTD | +79.5% | +16.1% | +63.4% | +57.7% |
| 1Y | +102.0% | +27.3% | +74.7% | +64.7% |
| 3Y | +315.8% | +50.9% | +265.0% | +193.0% |
| 5Y | +1,129.5% | +81.4% | +1,048.1% | +643.3% |
| 10Y | +320.9% | +417.0% | -96.0% | +27.2% |
| All | +2,159.9% | +6,325.3% | -4,165.4% | +97.6% |
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