+468.0%
AME vs FTV
+127.5%
+340.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.4% |
| 7D | +1.1% | -0.7% | +1.8% | +1.6% |
| 30D | -4.1% | +18.3% | -22.4% | -13.5% |
| 3M | -6.3% | +10.2% | -16.5% | -12.0% |
| 6M | +3.5% | +12.8% | -9.3% | -4.4% |
| YTD | +17.3% | +23.4% | -6.1% | +0.9% |
| 1Y | +22.0% | +31.4% | -9.4% | +0.8% |
| 3Y | +62.0% | +38.7% | +23.4% | +26.3% |
| 5Y | +78.5% | +18.6% | +59.9% | +51.5% |
| 10Y | +441.6% | +110.1% | +331.5% | +232.7% |
| All | +468.0% | +127.5% | +340.5% | +242.3% |
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