+132.8%
AMAT vs FFIV
+102.8%
+30.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.5% | -8.1% | -10.9% |
| 7D | -24.3% | -14.2% | -10.1% | -18.3% |
| 30D | -39.8% | -33.6% | -6.2% | -28.3% |
| 3M | -40.2% | -24.2% | -16.0% | -34.1% |
| 6M | -22.1% | -8.3% | -13.8% | -22.4% |
| YTD | +24.7% | +22.1% | +2.5% | +4.2% |
| 1Y | +33.3% | +26.5% | +6.8% | +8.9% |
| All | +132.8% | +102.8% | +30.1% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling