+48.1%
FTI vs AR
+9.7%
+38.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.6% |
| 7D | -3.3% | -5.8% | +2.5% | -1.9% |
| 30D | -7.2% | +4.8% | -12.0% | -7.8% |
| 3M | -12.9% | +1.5% | -14.4% | -13.0% |
| 6M | -7.9% | +4.7% | -12.6% | -8.7% |
| YTD | +45.2% | +9.2% | +36.0% | +42.4% |
| 1Y | +48.1% | +11.2% | +36.9% | +44.3% |
| All | +48.1% | +9.7% | +38.4% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling