-14.7%
AMRZ vs FTV
+9.3%
-24.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | +0.1% |
| 7D | -1.9% | -4.5% | +2.6% | +0.6% |
| 30D | -16.9% | -7.1% | -9.9% | -13.6% |
| 3M | -19.2% | -7.2% | -12.0% | -16.0% |
| 6M | -29.3% | -1.5% | -27.8% | -28.8% |
| YTD | -18.0% | +3.5% | -21.4% | -19.5% |
| 1Y | -15.1% | +20.3% | -35.4% | -22.8% |
| All | -14.7% | +9.3% | -24.0% | -22.0% |
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