+43.3%
AMAT vs FFIV
+26.7%
+16.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | -14.7% | -8.1% | -6.6% | -12.0% |
| 30D | -36.1% | -33.4% | -2.7% | -28.3% |
| 3M | -36.9% | -24.7% | -12.1% | -33.1% |
| 6M | -22.2% | -8.8% | -13.3% | -22.3% |
| YTD | +29.9% | +21.8% | +8.2% | +15.3% |
| 1Y | +43.3% | +25.3% | +18.0% | +27.8% |
| All | +43.3% | +26.7% | +16.6% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling