+295.2%
FTI vs AR
+46.7%
+248.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +5.3% | +2.5% | +2.8% | +4.3% |
| 30D | +15.3% | +14.8% | +0.5% | +9.8% |
| 3M | +15.8% | +6.2% | +9.5% | +12.9% |
| 6M | +22.6% | +4.3% | +18.3% | +19.6% |
| YTD | +79.5% | +14.4% | +65.2% | +67.9% |
| 1Y | +102.0% | +21.3% | +80.7% | +83.1% |
| All | +295.2% | +46.7% | +248.5% | +233.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling