+116.3%
AMT vs FTV
+119.0%
-2.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +13.6% | +15.7% | -2.1% | +8.8% |
| 3M | +11.5% | +7.5% | +3.9% | +8.9% |
| 6M | +6.9% | +8.5% | -1.5% | +3.8% |
| YTD | +10.8% | +18.8% | -8.0% | +3.8% |
| 1Y | +10.3% | +28.5% | -18.2% | +0.8% |
| 3Y | +12.4% | +34.0% | -21.6% | -1.8% |
| 5Y | -20.1% | +12.6% | -32.7% | -26.9% |
| 10Y | +116.8% | +111.4% | +5.4% | +55.2% |
| All | +116.3% | +119.0% | -2.7% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling