+76.6%
AME vs FTV
+16.7%
+59.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -4.1% | +1.4% | -5.5% | -4.8% |
| 30D | -4.1% | +18.3% | -22.4% | -12.4% |
| 3M | -5.6% | +9.8% | -15.4% | -10.4% |
| 6M | +2.8% | +12.3% | -9.5% | -3.9% |
| YTD | +16.6% | +23.1% | -6.5% | +2.3% |
| 1Y | +21.1% | +32.5% | -11.4% | +1.7% |
| 3Y | +61.1% | +38.3% | +22.8% | +28.5% |
| 5Y | +76.6% | +16.8% | +59.7% | +55.8% |
| All | +76.6% | +16.7% | +59.9% | +55.8% |
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 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