+11,047.2%
AMD vs FTV
+127.5%
+10,919.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.2% |
| 7D | +13.1% | -0.7% | +13.8% | +14.3% |
| 30D | -7.0% | +18.3% | -25.3% | -16.4% |
| 3M | +16.6% | +10.2% | +6.4% | +9.4% |
| 6M | +20.5% | +12.8% | +7.7% | +10.4% |
| YTD | +158.2% | +23.4% | +134.8% | +114.0% |
| 1Y | +132.8% | +31.4% | +101.3% | +83.4% |
| 3Y | +366.2% | +38.7% | +327.6% | +253.9% |
| 5Y | +278.7% | +18.6% | +260.1% | +218.9% |
| 10Y | +8,164.6% | +110.1% | +8,054.4% | +5,361.1% |
| All | +11,047.2% | +127.5% | +10,919.7% | +7,339.1% |
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