+40.2%
AMC vs FFIV
+33.5%
+6.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.4% |
| 7D | +17.7% | -9.8% | +27.5% | +20.9% |
| 30D | +26.2% | -28.1% | +54.3% | +37.1% |
| 3M | +31.3% | -20.0% | +51.4% | +37.3% |
| 6M | +142.8% | -0.1% | +142.8% | +132.3% |
| YTD | +125.6% | +29.2% | +96.5% | +97.0% |
| 1Y | +40.2% | +36.6% | +3.6% | +15.7% |
| All | +40.2% | +33.5% | +6.7% | +15.7% |
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 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