+199.0%
AMD vs FTI
+776.4%
-577.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.1% | +7.9% | +9.9% |
| 7D | -11.0% | -7.6% | -3.4% | -8.2% |
| 30D | -30.5% | -7.1% | -23.3% | -28.5% |
| 3M | -8.2% | -8.7% | +0.5% | -5.3% |
| 6M | +6.6% | -14.0% | +20.5% | +11.9% |
| YTD | +109.7% | +42.8% | +66.8% | +85.5% |
| 1Y | +88.9% | +50.4% | +38.5% | +64.0% |
| 3Y | +301.8% | +194.1% | +107.7% | +176.5% |
| All | +199.0% | +776.4% | -577.4% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling