-98.5%
AMC vs FTV
+119.0%
-217.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +2.6% | +0.2% | +2.4% | +2.9% |
| 30D | +9.0% | +15.7% | -6.6% | -1.3% |
| 3M | +22.2% | +7.5% | +14.7% | +16.1% |
| 6M | +91.5% | +8.5% | +83.0% | +78.8% |
| YTD | +101.3% | +18.8% | +82.5% | +75.2% |
| 1Y | +20.8% | +28.5% | -7.8% | -0.9% |
| 3Y | -71.3% | +34.0% | -105.3% | -77.8% |
| 5Y | -99.2% | +12.6% | -111.8% | -99.3% |
| 10Y | -98.7% | +111.4% | -210.1% | -99.2% |
| All | -98.5% | +119.0% | -217.5% | -99.0% |
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