+57.5%
AME vs FTV
-3.2%
+60.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | -6.3% | -8.3% | +2.0% | -2.6% |
| 3M | +5.4% | -7.4% | +12.8% | +8.8% |
| 6M | +7.4% | -1.2% | +8.6% | +7.5% |
| YTD | +16.2% | +2.7% | +13.5% | +13.3% |
| 1Y | +26.8% | +18.4% | +8.4% | +14.8% |
| 3Y | +57.5% | -2.0% | +59.5% | +56.4% |
| All | +57.5% | -3.2% | +60.7% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling