+10.2%
AMT vs FTV
+32.5%
-22.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +1.6% | +1.4% | +0.3% | +1.5% |
| 30D | +4.5% | +18.3% | -13.8% | +3.0% |
| 3M | +13.8% | +9.8% | +4.0% | +12.5% |
| 6M | +10.0% | +12.3% | -2.3% | +8.1% |
| YTD | +11.8% | +23.1% | -11.3% | +7.3% |
| 1Y | +10.2% | +32.5% | -22.3% | +2.4% |
| All | +10.2% | +32.5% | -22.2% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling