-10.2%
AMCR vs FTV
-3.0%
-7.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.8% |
| 7D | -5.0% | -5.2% | +0.2% | -2.5% |
| 30D | -8.0% | -11.5% | +3.5% | -2.6% |
| 3M | +14.3% | -9.0% | +23.3% | +19.3% |
| 6M | +5.3% | -2.0% | +7.4% | +6.1% |
| YTD | +7.7% | -0.9% | +8.7% | +7.3% |
| 1Y | +10.8% | +14.8% | -4.0% | +2.7% |
| 3Y | +9.6% | -5.5% | +15.1% | +8.9% |
| 5Y | -10.2% | -1.9% | -8.3% | -17.9% |
| All | -10.2% | -3.0% | -7.2% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling