-98.7%
AMC vs FTV
+113.3%
-212.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.6% | +6.3% |
| 7D | +6.6% | +0.4% | +6.2% | +6.8% |
| 30D | +14.1% | +17.2% | -3.1% | +2.2% |
| 3M | +31.3% | +8.9% | +22.4% | +23.7% |
| 6M | +126.7% | +11.3% | +115.4% | +107.8% |
| YTD | +117.9% | +21.9% | +96.0% | +85.8% |
| 1Y | +41.1% | +31.6% | +9.5% | +13.5% |
| 3Y | -61.0% | +38.1% | -99.0% | -70.7% |
| 5Y | -99.1% | +15.7% | -114.8% | -99.3% |
| 10Y | -98.7% | +107.5% | -206.1% | -99.1% |
| All | -98.7% | +113.3% | -212.0% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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