+17.6%
FTV vs ACM
-48.7%
+66.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.5% |
| 7D | -1.3% | -3.7% | +2.4% | -0.4% |
| 30D | -9.5% | -12.7% | +3.2% | -6.6% |
| 3M | -10.9% | -9.8% | -1.1% | -8.9% |
| 6M | -0.6% | -31.4% | +30.8% | +9.1% |
| YTD | +1.4% | -32.1% | +33.5% | +12.6% |
| 1Y | +17.6% | -47.8% | +65.4% | +34.1% |
| All | +17.6% | -48.7% | +66.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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