+95.5%
AMD vs FTV
+37.8%
+57.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +1.5% |
| 7D | -15.5% | +6.6% | -22.1% | -14.2% |
| 30D | -22.6% | +19.1% | -41.7% | -19.5% |
| 3M | -5.7% | +13.1% | -18.8% | -3.2% |
| 6M | +43.1% | +14.0% | +29.1% | +48.7% |
| YTD | +128.2% | +24.2% | +104.0% | +153.2% |
| 1Y | +95.5% | +36.4% | +59.1% | +134.6% |
| All | +95.5% | +37.8% | +57.7% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling