+6,370.3%
AMD vs FTI
+183.1%
+6,187.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.1% | +7.9% | +10.2% |
| 7D | -11.0% | -7.6% | -3.4% | -9.0% |
| 30D | -30.5% | -7.1% | -23.3% | -29.0% |
| 3M | -8.2% | -8.7% | +0.5% | -6.1% |
| 6M | +6.6% | -14.0% | +20.5% | +10.5% |
| YTD | +109.7% | +42.8% | +66.8% | +92.2% |
| 1Y | +88.9% | +50.4% | +38.5% | +70.8% |
| 3Y | +301.8% | +194.1% | +107.7% | +206.7% |
| 5Y | +229.4% | +775.2% | -545.9% | +90.7% |
| All | +6,370.3% | +183.1% | +6,187.2% | +4,855.4% |
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