-98.7%
AMC vs FTI
+185.2%
-283.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +7.9% |
| 7D | +6.6% | -4.3% | +10.9% | +9.2% |
| 30D | +14.1% | -8.0% | +22.1% | +18.7% |
| 3M | +31.3% | -8.0% | +39.3% | +35.2% |
| 6M | +126.7% | -8.7% | +135.3% | +130.6% |
| YTD | +117.9% | +43.9% | +74.1% | +68.8% |
| 1Y | +41.1% | +49.8% | -8.7% | +6.5% |
| 3Y | -61.0% | +211.7% | -272.7% | -82.9% |
| 5Y | -99.1% | +781.6% | -880.7% | -99.8% |
| 10Y | -98.7% | +180.2% | -278.9% | -99.7% |
| All | -98.7% | +185.2% | -283.9% | -99.7% |
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