-99.3%
AMC vs FTI
+776.4%
-875.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.2% |
| 7D | +2.6% | -7.6% | +10.2% | +4.4% |
| 30D | +9.0% | -7.1% | +16.2% | +10.6% |
| 3M | +22.2% | -8.7% | +30.9% | +24.0% |
| 6M | +91.5% | -14.0% | +105.4% | +96.1% |
| YTD | +101.3% | +42.8% | +58.4% | +77.4% |
| 1Y | +20.8% | +50.4% | -29.6% | +4.7% |
| 3Y | -71.3% | +194.1% | -265.4% | -81.0% |
| All | -99.3% | +776.4% | -875.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling