+9,528.4%
AMD vs FTV
+90.8%
+9,437.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.3% |
| 7D | +2.6% | -4.5% | +7.1% | +5.7% |
| 30D | -0.9% | -7.1% | +6.1% | +3.8% |
| 3M | -8.7% | -7.2% | -1.6% | -5.1% |
| 6M | +136.3% | -1.5% | +137.8% | +134.3% |
| YTD | +123.0% | +3.5% | +119.5% | +107.2% |
| 1Y | +195.2% | +20.3% | +174.8% | +142.1% |
| 3Y | +336.3% | -3.1% | +339.5% | +322.5% |
| 5Y | +334.5% | +2.3% | +332.1% | +303.0% |
| 10Y | +6,259.1% | +76.3% | +6,182.8% | +4,563.2% |
| All | +9,528.4% | +90.8% | +9,437.7% | +7,102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling