+22.9%
FTI vs AU
+7.2%
+15.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.4% |
| 7D | -2.3% | +0.6% | -3.0% | -2.3% |
| 30D | +5.0% | +12.3% | -7.3% | +5.3% |
| 3M | +13.8% | +29.4% | -15.5% | +14.2% |
| 6M | +22.9% | +3.2% | +19.7% | +24.5% |
| All | +22.9% | +7.2% | +15.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 6mo: compounded portfolio wealth divided by compounded AU 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…
6mo analysis · Full analysis span regression · 6 months rolling