-98.7%
AMC vs FTV
+90.8%
-189.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +5.0% |
| 7D | +2.3% | -4.5% | +6.8% | +5.6% |
| 30D | -0.7% | -7.1% | +6.3% | +4.4% |
| 3M | +35.2% | -7.2% | +42.4% | +40.7% |
| 6M | +124.6% | -1.5% | +126.1% | +124.5% |
| YTD | +69.9% | +3.5% | +66.4% | +62.7% |
| 1Y | -2.6% | +20.3% | -22.9% | -17.0% |
| 3Y | -79.8% | -3.1% | -76.7% | -80.2% |
| 5Y | -99.4% | +2.3% | -101.7% | -99.4% |
| 10Y | -98.9% | +76.3% | -175.2% | -99.2% |
| All | -98.7% | +90.8% | -189.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling