+2,809.2%
AMAT vs FFIV
+5,982.7%
-3,173.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.5% | -8.1% | -12.0% |
| 7D | -24.3% | -14.2% | -10.1% | -20.6% |
| 30D | -39.8% | -33.6% | -6.2% | -32.7% |
| 3M | -40.2% | -24.2% | -16.0% | -35.8% |
| 6M | -22.1% | -8.3% | -13.8% | -20.9% |
| YTD | +24.7% | +22.1% | +2.5% | +16.1% |
| 1Y | +33.3% | +26.5% | +6.8% | +22.6% |
| 3Y | +133.9% | +102.3% | +31.5% | +87.9% |
| 5Y | +117.1% | +40.6% | +76.4% | +95.2% |
| 10Y | +1,158.7% | +129.7% | +1,029.0% | +896.1% |
| All | +2,809.2% | +5,982.7% | -3,173.5% | +669.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling