+142.4%
AMT vs FTI
+189.4%
-46.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | +1.5% | +4.3% | -2.8% | +1.2% |
| 30D | +6.8% | -4.7% | +11.5% | +7.1% |
| 3M | +11.2% | -13.5% | +24.7% | +12.2% |
| 6M | +12.5% | -8.7% | +21.2% | +12.9% |
| YTD | +12.5% | +49.0% | -36.5% | +8.8% |
| 1Y | +10.1% | +54.0% | -43.9% | +6.1% |
| 3Y | +16.0% | +211.6% | -195.6% | +4.3% |
| 5Y | -17.2% | +881.9% | -899.0% | -33.8% |
| All | +142.4% | +189.4% | -46.9% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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