+129.0%
FTI vs AMRZ
-19.2%
+148.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.4% |
| 7D | -2.3% | -4.7% | +2.3% | -2.2% |
| 30D | +5.0% | -11.3% | +16.3% | +5.4% |
| 3M | +13.8% | -22.1% | +35.9% | +14.6% |
| 6M | +22.9% | -29.6% | +52.5% | +24.9% |
| YTD | +75.0% | -23.3% | +98.3% | +76.6% |
| 1Y | +96.9% | -23.7% | +120.6% | +98.8% |
| All | +129.0% | -19.2% | +148.2% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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