+641.7%
AMZN vs FTV
+109.2%
+532.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.8% | +3.9% | -1.1% | +1.1% |
| 30D | +5.0% | +18.7% | -13.7% | -2.7% |
| 3M | +0.6% | +10.0% | -9.4% | -3.8% |
| 6M | -1.3% | +14.6% | -15.8% | -7.8% |
| YTD | +15.5% | +23.4% | -7.9% | +3.2% |
| 1Y | +12.2% | +31.3% | -19.1% | -2.7% |
| 3Y | +87.0% | +39.8% | +47.2% | +56.5% |
| 5Y | +51.3% | +17.7% | +33.6% | +33.4% |
| All | +641.7% | +109.2% | +532.5% | +470.7% |
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 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