+8,953.2%
AMD vs FTV
+119.0%
+8,834.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.1% | +11.1% |
| 7D | -11.0% | +0.2% | -11.3% | -10.9% |
| 30D | -30.5% | +15.7% | -46.1% | -36.7% |
| 3M | -8.2% | +7.5% | -15.7% | -12.6% |
| 6M | +6.6% | +8.5% | -1.9% | -0.1% |
| YTD | +109.7% | +18.8% | +90.9% | +77.9% |
| 1Y | +88.9% | +28.5% | +60.4% | +50.5% |
| 3Y | +301.8% | +34.0% | +267.8% | +211.4% |
| 5Y | +229.4% | +12.6% | +216.8% | +186.0% |
| 10Y | +6,745.1% | +111.4% | +6,633.7% | +4,480.8% |
| All | +8,953.2% | +119.0% | +8,834.2% | +6,084.8% |
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