-58.9%
AMC vs FTI
+212.2%
-271.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.8% |
| 7D | +3.5% | +4.3% | -0.8% | +3.4% |
| 30D | +12.5% | -4.7% | +17.1% | +12.5% |
| 3M | +23.6% | -13.5% | +37.1% | +23.9% |
| 6M | +144.4% | -8.7% | +153.1% | +144.5% |
| YTD | +108.3% | +49.0% | +59.3% | +97.1% |
| 1Y | +38.9% | +54.0% | -15.1% | +30.9% |
| 3Y | -58.9% | +211.6% | -270.5% | -67.0% |
| All | -58.9% | +212.2% | -271.1% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling