+102.0%
FTI vs AMCR
+11.5%
+90.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | +5.3% | -3.3% | +8.5% | +5.2% |
| 30D | +15.3% | -5.4% | +20.8% | +15.3% |
| 3M | +15.8% | +20.0% | -4.2% | +14.8% |
| 6M | +22.6% | 0.0% | +22.5% | +25.6% |
| YTD | +79.5% | +11.5% | +68.0% | +79.6% |
| 1Y | +102.0% | +11.4% | +90.6% | +98.9% |
| All | +102.0% | +11.5% | +90.5% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling