+1,587.5%
AMAT vs FFIV
+214.3%
+1,373.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.6% |
| 7D | -1.5% | -1.0% | -0.6% | -0.9% |
| 30D | -14.8% | -5.1% | -9.7% | -12.0% |
| 3M | -9.3% | -4.5% | -4.8% | -6.5% |
| 6M | +27.4% | +36.5% | -9.1% | +1.8% |
| YTD | +77.6% | +53.0% | +24.6% | +30.3% |
| 1Y | +188.9% | +24.2% | +164.7% | +141.3% |
| 3Y | +202.3% | +137.2% | +65.1% | +56.3% |
| 5Y | +248.9% | +91.8% | +157.1% | +108.0% |
| All | +1,587.5% | +214.3% | +1,373.2% | +644.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling