-98.7%
AMC vs FFIV
+132.4%
-231.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +7.0% |
| 7D | +6.6% | -2.1% | +8.7% | +8.2% |
| 30D | +14.1% | -33.8% | +47.9% | +41.1% |
| 3M | +31.3% | -20.6% | +51.9% | +45.1% |
| 6M | +126.7% | -10.2% | +136.9% | +131.6% |
| YTD | +117.9% | +24.5% | +93.5% | +79.8% |
| 1Y | +41.1% | +29.3% | +11.8% | +13.6% |
| 3Y | -61.0% | +103.8% | -164.8% | -78.3% |
| 5Y | -99.1% | +40.9% | -140.0% | -99.4% |
| 10Y | -98.7% | +126.6% | -225.3% | -99.5% |
| All | -98.7% | +132.4% | -231.1% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling