+334.4%
AMD vs FTI
+209.3%
+125.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | +6.5% | -3.3% | +9.8% | +8.4% |
| 30D | -15.3% | -7.2% | -8.1% | -12.2% |
| 3M | +9.7% | -12.9% | +22.6% | +16.6% |
| 6M | +13.2% | -7.9% | +21.0% | +16.7% |
| YTD | +140.6% | +45.2% | +95.4% | +103.3% |
| 1Y | +111.2% | +48.1% | +63.1% | +76.5% |
| 3Y | +334.4% | +205.0% | +129.5% | +180.1% |
| All | +334.4% | +209.3% | +125.2% | +180.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling