+44.9%
AMZN vs FTV
+1.8%
+43.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.0% |
| 7D | -1.0% | -1.3% | +0.3% | -0.3% |
| 30D | -9.2% | -9.5% | +0.3% | -3.8% |
| 3M | +3.4% | -10.9% | +14.3% | +9.9% |
| 6M | +18.2% | -0.6% | +18.9% | +16.8% |
| YTD | +9.3% | +1.4% | +7.9% | +5.1% |
| 1Y | +5.9% | +17.6% | -11.7% | -9.0% |
| 3Y | +82.6% | -3.3% | +85.8% | +77.3% |
| 5Y | +44.9% | -0.1% | +45.0% | +25.5% |
| All | +44.9% | +1.8% | +43.1% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling