+93.9%
FTV vs ACM
+124.0%
-30.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -4.5% | -3.7% | -0.7% | -2.8% |
| 30D | -7.1% | -11.1% | +4.0% | -2.6% |
| 3M | -7.2% | -8.0% | +0.8% | -4.4% |
| 6M | -1.5% | -29.7% | +28.2% | +14.4% |
| YTD | +3.5% | -29.4% | +32.8% | +19.4% |
| 1Y | +20.3% | -46.4% | +66.8% | +57.4% |
| 3Y | -3.1% | -22.3% | +19.2% | +4.6% |
| 5Y | +2.3% | +4.5% | -2.1% | -5.1% |
| 10Y | +76.3% | +127.6% | -51.3% | +10.3% |
| All | +93.9% | +124.0% | -30.1% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling