+195.2%
AMD vs FTV
+21.5%
+173.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +4.4% |
| 7D | +2.6% | -4.6% | +7.2% | +1.3% |
| 30D | -0.9% | -7.2% | +6.2% | -2.9% |
| 3M | -8.7% | -7.3% | -1.4% | -9.7% |
| 6M | +136.3% | -1.6% | +138.0% | +136.5% |
| YTD | +123.0% | +3.3% | +119.6% | +136.7% |
| 1Y | +195.2% | +20.2% | +175.0% | +237.6% |
| All | +195.2% | +21.5% | +173.6% | +237.6% |
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