-98.9%
AMC vs FTI
+304.2%
-403.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -1.2% | +12.3% | -13.5% | -7.7% |
| 3M | +42.2% | +13.8% | +28.5% | +29.9% |
| 6M | +118.8% | +24.3% | +94.5% | +88.2% |
| YTD | +64.1% | +75.8% | -11.7% | +15.4% |
| 1Y | -9.5% | +99.6% | -109.2% | -41.7% |
| 3Y | -64.3% | +278.4% | -342.8% | -86.0% |
| 5Y | -99.5% | +1,168.7% | -1,268.2% | -99.9% |
| 10Y | -98.9% | +297.5% | -396.5% | -99.8% |
| All | -98.9% | +304.2% | -403.2% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling