+105.4%
AMT vs FTV
+78.2%
+27.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | +1.5% | -1.3% | +2.7% | +1.8% |
| 30D | +3.7% | -9.5% | +13.2% | +6.8% |
| 3M | -7.2% | -10.9% | +3.7% | -4.4% |
| 6M | -4.2% | -0.6% | -3.5% | -4.7% |
| YTD | +1.9% | +1.4% | +0.5% | +0.1% |
| 1Y | -6.4% | +17.6% | -24.0% | -12.4% |
| 3Y | +7.7% | -3.3% | +11.0% | +4.9% |
| 5Y | -30.9% | -0.1% | -30.8% | -34.6% |
| 10Y | +105.4% | +82.5% | +22.9% | +55.9% |
| All | +105.4% | +78.2% | +27.2% | +55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling