+63.6%
AMGN vs FTV
-3.3%
+66.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.1% |
| 7D | -11.6% | -1.3% | -10.4% | -11.3% |
| 30D | -5.7% | -9.5% | +3.8% | -2.9% |
| 3M | +14.2% | -10.9% | +25.1% | +18.0% |
| 6M | +5.2% | -0.6% | +5.8% | +4.9% |
| YTD | +22.0% | +1.4% | +20.6% | +20.2% |
| 1Y | +43.6% | +17.6% | +26.0% | +35.2% |
| All | +63.6% | -3.3% | +66.8% | +60.4% |
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