+2,102.5%
FTI vs AU
+755.5%
+1,346.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.6% |
| 7D | -2.3% | +0.6% | -3.0% | -2.5% |
| 30D | +5.0% | +12.3% | -7.3% | +2.6% |
| 3M | +13.8% | +29.4% | -15.5% | +7.6% |
| 6M | +22.9% | +3.2% | +19.7% | +19.8% |
| YTD | +75.0% | +31.8% | +43.2% | +61.9% |
| 1Y | +96.9% | +83.4% | +13.5% | +69.9% |
| 3Y | +276.7% | +623.1% | -346.4% | +140.9% |
| 5Y | +1,157.0% | +700.5% | +456.5% | +662.2% |
| 10Y | +310.7% | +717.6% | -406.9% | +112.9% |
| All | +2,102.5% | +755.5% | +1,346.9% | +1,151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling