+29.1%
AMCR vs FTV
+89.3%
-60.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.0% |
| 7D | -3.1% | -2.3% | -0.8% | -2.0% |
| 30D | -3.1% | -2.3% | -0.8% | -2.0% |
| 3M | -3.1% | -2.3% | -0.8% | -2.0% |
| 6M | -3.1% | -2.3% | -0.8% | -2.0% |
| YTD | +11.1% | +2.7% | +8.4% | +9.2% |
| 1Y | +14.4% | +18.4% | -4.0% | +5.1% |
| 3Y | +13.0% | -2.0% | +15.0% | +11.0% |
| 5Y | -7.5% | +3.4% | -11.0% | -13.1% |
| 10Y | +20.1% | +78.5% | -58.4% | -3.3% |
| All | +29.1% | +89.3% | -60.2% | +4.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling