+1,370.8%
AMAT vs FFIV
+126.0%
+1,244.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -2.5% | -4.2% | +1.7% | +0.8% |
| 30D | -26.5% | -33.9% | +7.3% | -6.2% |
| 3M | -28.6% | -22.6% | -6.0% | -18.6% |
| 6M | -14.2% | -10.4% | -3.9% | -11.8% |
| YTD | +45.5% | +24.3% | +21.2% | +17.3% |
| 1Y | +59.3% | +31.8% | +27.6% | +22.8% |
| 3Y | +153.1% | +99.5% | +53.6% | +39.1% |
| 5Y | +158.2% | +40.7% | +117.4% | +80.6% |
| 10Y | +1,370.8% | +126.9% | +1,243.9% | +595.8% |
| All | +1,370.8% | +126.0% | +1,244.8% | +595.8% |
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