-18.5%
AMRZ vs FTV
+25.5%
-44.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +15.1% | +15.7% | -0.6% | +6.2% |
| 3M | -18.1% | +7.5% | -25.6% | -21.3% |
| 6M | -23.5% | +8.5% | -31.9% | -27.0% |
| YTD | -21.6% | +18.8% | -40.4% | -28.7% |
| 1Y | -14.7% | +28.5% | -43.3% | -25.6% |
| All | -18.5% | +25.5% | -44.0% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling