+40.2%
AMC vs FTI
+57.1%
-16.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.4% | +10.7% | +6.5% |
| 7D | +17.7% | -9.7% | +27.4% | +15.3% |
| 30D | +26.2% | -8.2% | +34.3% | +24.0% |
| 3M | +31.3% | -7.8% | +39.2% | +29.9% |
| 6M | +142.8% | -13.4% | +156.2% | +137.9% |
| YTD | +125.6% | +45.1% | +80.6% | +95.4% |
| 1Y | +40.2% | +54.6% | -14.3% | +17.0% |
| All | +40.2% | +57.1% | -16.9% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling