-98.1%
AMC vs FTI
+120.7%
-218.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +2.3% | +5.3% | -3.0% | -0.2% |
| 30D | -0.7% | +15.3% | -16.1% | -8.0% |
| 3M | +35.2% | +15.8% | +19.4% | +23.4% |
| 6M | +124.6% | +22.6% | +102.0% | +97.1% |
| YTD | +69.9% | +79.5% | -9.7% | +21.7% |
| 1Y | -2.6% | +102.0% | -104.6% | -35.2% |
| 3Y | -79.8% | +315.8% | -395.6% | -91.8% |
| 5Y | -99.4% | +1,129.5% | -1,228.9% | -99.9% |
| 10Y | -98.9% | +320.9% | -419.8% | -99.7% |
| All | -98.1% | +120.7% | -218.7% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling