+95.5%
AMD vs FTI
+57.1%
+38.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.4% |
| 7D | -15.5% | -9.7% | -5.8% | -11.9% |
| 30D | -22.6% | -8.2% | -14.4% | -19.8% |
| 3M | -5.7% | -7.8% | +2.1% | -2.7% |
| 6M | +43.1% | -13.4% | +56.5% | +51.8% |
| YTD | +128.2% | +45.1% | +83.2% | +82.1% |
| 1Y | +95.5% | +54.6% | +40.9% | +50.5% |
| All | +95.5% | +57.1% | +38.4% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling