+264.6%
AMD vs FTV
+17.3%
+247.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.9% | -8.8% |
| 7D | +18.9% | +3.9% | +15.0% | +15.7% |
| 30D | -6.4% | +18.7% | -25.1% | -17.5% |
| 3M | +10.6% | +10.0% | +0.6% | +3.0% |
| 6M | +19.9% | +14.6% | +5.3% | +6.8% |
| YTD | +149.4% | +23.4% | +125.9% | +98.3% |
| 1Y | +115.4% | +31.3% | +84.1% | +60.0% |
| 3Y | +357.3% | +39.8% | +317.5% | +208.4% |
| All | +264.6% | +17.3% | +247.2% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling