-20.2%
AMRZ vs FTV
+30.4%
-50.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.1% | +3.9% | -6.0% | -4.2% |
| 30D | +13.0% | +18.7% | -5.7% | +2.7% |
| 3M | -12.1% | +10.0% | -22.1% | -16.7% |
| 6M | -19.1% | +14.6% | -33.7% | -25.2% |
| YTD | -23.3% | +23.4% | -46.7% | -31.7% |
| 1Y | -16.6% | +31.3% | -47.9% | -28.2% |
| All | -20.2% | +30.4% | -50.6% | -33.9% |
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 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