+130.0%
FTI vs AMRZ
-17.3%
+147.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -2.0% |
| 7D | -0.2% | -2.0% | +1.8% | -0.1% |
| 30D | +12.3% | -9.8% | +22.2% | +12.7% |
| 3M | +13.8% | -17.2% | +31.0% | +14.0% |
| 6M | +24.3% | -26.9% | +51.2% | +26.1% |
| YTD | +75.8% | -21.5% | +97.2% | +77.3% |
| 1Y | +99.6% | -22.9% | +122.5% | +101.5% |
| All | +130.0% | -17.3% | +147.3% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling