+203.0%
AMAT vs FFIV
+136.9%
+66.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.6% |
| 7D | -1.5% | -1.0% | -0.6% | -1.0% |
| 30D | -14.8% | -5.1% | -9.7% | -12.4% |
| 3M | -9.3% | -4.5% | -4.8% | -6.8% |
| 6M | +27.4% | +36.5% | -9.1% | +6.7% |
| YTD | +77.6% | +53.0% | +24.6% | +38.4% |
| 1Y | +188.9% | +24.2% | +164.7% | +152.3% |
| All | +203.0% | +136.9% | +66.2% | +85.7% |
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