+84.0%
AA vs FTV
-2.5%
+86.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.5% |
| 7D | -0.7% | -4.5% | +3.8% | +2.3% |
| 30D | +5.0% | -7.1% | +12.0% | +10.0% |
| 3M | -35.8% | -7.2% | -28.7% | -33.0% |
| 6M | -18.4% | -1.5% | -16.9% | -19.0% |
| YTD | -5.5% | +3.5% | -9.0% | -11.8% |
| 1Y | +61.0% | +20.3% | +40.6% | +29.8% |
| All | +84.0% | -2.5% | +86.4% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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