+264.6%
AMD vs FTI
+886.2%
-621.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.1% | -10.8% | -9.5% |
| 7D | +18.9% | +4.3% | +14.6% | +17.1% |
| 30D | -6.4% | -4.7% | -1.8% | -4.7% |
| 3M | +10.6% | -13.5% | +24.1% | +16.2% |
| 6M | +19.9% | -8.7% | +28.6% | +23.3% |
| YTD | +149.4% | +49.0% | +100.4% | +117.6% |
| 1Y | +115.4% | +54.0% | +61.4% | +85.6% |
| 3Y | +357.3% | +211.6% | +145.7% | +209.9% |
| All | +264.6% | +886.2% | -621.6% | +56.3% |
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