+6,882.0%
AMD vs FTI
+311.9%
+6,570.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +2.6% | +5.3% | -2.7% | +1.3% |
| 30D | -0.9% | +15.3% | -16.3% | -4.4% |
| 3M | -8.7% | +15.8% | -24.5% | -12.1% |
| 6M | +136.3% | +22.6% | +113.8% | +124.1% |
| YTD | +123.0% | +79.5% | +43.4% | +93.0% |
| 1Y | +195.2% | +102.0% | +93.2% | +147.3% |
| 3Y | +336.3% | +315.8% | +20.5% | +205.7% |
| 5Y | +334.5% | +1,129.5% | -795.0% | +131.9% |
| All | +6,882.0% | +311.9% | +6,570.1% | +4,643.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling