+199.0%
AMD vs FTV
+12.0%
+187.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.1% | +11.1% |
| 7D | -11.0% | +0.2% | -11.3% | -10.8% |
| 30D | -30.5% | +15.7% | -46.1% | -37.6% |
| 3M | -8.2% | +7.5% | -15.7% | -13.2% |
| 6M | +6.6% | +8.5% | -1.9% | -1.1% |
| YTD | +109.7% | +18.8% | +90.9% | +71.5% |
| 1Y | +88.9% | +28.5% | +60.4% | +41.9% |
| 3Y | +301.8% | +34.0% | +267.8% | +180.3% |
| All | +199.0% | +12.0% | +187.0% | +119.9% |
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