+93.9%
FTV vs ALM
+3,280.5%
-3,186.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -4.5% | -2.6% | -1.9% | -4.4% |
| 30D | -7.1% | +32.0% | -39.1% | -7.8% |
| 3M | -7.2% | -15.0% | +7.9% | -7.1% |
| 6M | -1.5% | -10.1% | +8.6% | -1.8% |
| YTD | +3.5% | +99.4% | -96.0% | +1.0% |
| 1Y | +20.3% | +316.4% | -296.0% | +15.1% |
| 3Y | -3.1% | +2,022.0% | -2,025.1% | -12.0% |
| 5Y | +2.3% | +941.2% | -938.8% | -6.2% |
| 10Y | +76.3% | +2,950.3% | -2,874.0% | +58.1% |
| All | +93.9% | +3,280.5% | -3,186.6% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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