+1,072.8%
AMT vs FTI
+2,165.1%
-1,092.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.2% | +5.3% | -5.5% | -1.3% |
| 30D | +4.6% | +15.3% | -10.7% | +1.4% |
| 3M | -8.4% | +15.8% | -24.2% | -11.6% |
| 6M | -6.0% | +22.6% | -28.6% | -10.6% |
| YTD | +2.1% | +79.5% | -77.4% | -10.6% |
| 1Y | -6.4% | +102.0% | -108.4% | -20.3% |
| 3Y | +8.1% | +315.8% | -307.8% | -24.3% |
| 5Y | -31.9% | +1,129.5% | -1,161.4% | -65.0% |
| 10Y | +97.1% | +320.9% | -223.8% | +10.6% |
| All | +1,072.8% | +2,165.1% | -1,092.4% | +140.9% |
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