+1,172.7%
AMT vs FTI
+1,702.1%
-529.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -3.3% |
| 7D | +0.5% | -7.6% | +8.2% | +2.1% |
| 30D | +13.6% | -7.1% | +20.7% | +15.1% |
| 3M | +11.5% | -8.7% | +20.2% | +13.0% |
| 6M | +6.9% | -14.0% | +20.9% | +9.4% |
| YTD | +10.8% | +42.8% | -32.0% | +1.4% |
| 1Y | +10.3% | +50.4% | -40.1% | -0.2% |
| 3Y | +12.4% | +194.1% | -181.7% | -15.4% |
| 5Y | -20.1% | +775.2% | -795.3% | -55.6% |
| 10Y | +116.8% | +189.2% | -72.4% | +33.7% |
| All | +1,172.7% | +1,702.1% | -529.4% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling