+1,632.8%
AMD vs FTI
+2,165.1%
-532.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +2.6% | +5.3% | -2.7% | +0.5% |
| 30D | -0.9% | +15.3% | -16.3% | -6.4% |
| 3M | -8.7% | +15.8% | -24.5% | -13.9% |
| 6M | +136.3% | +22.6% | +113.8% | +117.2% |
| YTD | +123.0% | +79.5% | +43.4% | +77.2% |
| 1Y | +195.2% | +102.0% | +93.2% | +122.7% |
| 3Y | +336.3% | +315.8% | +20.5% | +142.2% |
| 5Y | +334.5% | +1,129.5% | -795.0% | +46.2% |
| 10Y | +6,259.1% | +320.9% | +5,938.2% | +2,479.0% |
| All | +1,632.8% | +2,165.1% | -532.3% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling