+34.0%
FTV vs ACM
-12.3%
+46.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.2% | +5.4% | -5.2% | -1.8% |
| 30D | +15.7% | +15.1% | +0.5% | +9.5% |
| 3M | +7.5% | -10.5% | +18.0% | +11.8% |
| 6M | +8.5% | -19.7% | +28.2% | +17.6% |
| YTD | +18.8% | -28.8% | +47.6% | +35.5% |
| 1Y | +28.5% | -47.9% | +76.4% | +70.7% |
| 3Y | +34.0% | -12.4% | +46.4% | +33.6% |
| All | +34.0% | -12.3% | +46.3% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling