-20.3%
AMRZ vs FTV
+30.3%
-50.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -4.0% | +3.7% | -7.7% | -6.0% |
| 30D | +12.4% | +16.8% | -4.4% | +3.1% |
| 3M | -11.5% | +10.4% | -21.9% | -16.3% |
| 6M | -21.6% | +12.8% | -34.4% | -26.9% |
| YTD | -23.4% | +23.3% | -46.7% | -31.8% |
| 1Y | -17.2% | +31.0% | -48.2% | -28.6% |
| All | -20.3% | +30.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling