+1,183.3%
AMT vs FTI
+1,731.3%
-548.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +1.6% | -3.3% | +4.9% | +2.2% |
| 30D | +4.5% | -7.2% | +11.7% | +5.8% |
| 3M | +13.8% | -12.9% | +26.7% | +16.6% |
| 6M | +10.0% | -7.9% | +17.9% | +11.0% |
| YTD | +11.8% | +45.2% | -33.4% | +1.9% |
| 1Y | +10.2% | +48.1% | -37.8% | 0.0% |
| 3Y | +15.1% | +205.0% | -189.8% | -14.0% |
| 5Y | -18.8% | +838.8% | -857.6% | -55.7% |
| 10Y | +133.7% | +174.8% | -41.1% | +47.0% |
| All | +1,183.3% | +1,731.3% | -548.0% | +174.6% |
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