+99.3%
AMT vs FTV
+90.8%
+8.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.2% | -4.5% | +4.3% | +1.1% |
| 30D | +4.6% | -7.1% | +11.7% | +6.8% |
| 3M | -8.4% | -7.2% | -1.3% | -6.9% |
| 6M | -6.0% | -1.5% | -4.5% | -6.3% |
| YTD | +2.1% | +3.5% | -1.3% | -0.2% |
| 1Y | -6.4% | +20.3% | -26.7% | -13.0% |
| 3Y | +8.1% | -3.1% | +11.2% | +5.4% |
| 5Y | -31.9% | +2.3% | -34.3% | -36.1% |
| 10Y | +97.1% | +76.3% | +20.8% | +48.2% |
| All | +99.3% | +90.8% | +8.5% | +48.7% |
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