+118.1%
AMT vs FTV
+126.9%
-8.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +1.6% | +1.4% | +0.3% | +1.2% |
| 30D | +4.5% | +18.3% | -13.8% | -0.7% |
| 3M | +13.8% | +9.8% | +4.0% | +10.5% |
| 6M | +10.0% | +12.3% | -2.3% | +5.7% |
| YTD | +11.8% | +23.1% | -11.3% | +3.6% |
| 1Y | +10.2% | +32.5% | -22.3% | -0.2% |
| 3Y | +15.1% | +38.3% | -23.2% | -0.3% |
| 5Y | -18.8% | +16.8% | -35.7% | -26.6% |
| 10Y | +133.7% | +106.6% | +27.1% | +67.8% |
| All | +118.1% | +126.9% | -8.8% | +54.4% |
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 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