-98.7%
AMC vs FFIV
+130.1%
-228.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.6% |
| 7D | -2.8% | -2.9% | +0.1% | -0.9% |
| 30D | +14.0% | -32.4% | +46.4% | +39.3% |
| 3M | +42.5% | -22.7% | +65.2% | +60.2% |
| 6M | +142.6% | -10.7% | +153.2% | +148.7% |
| YTD | +119.2% | +25.4% | +93.9% | +80.2% |
| 1Y | +40.7% | +34.2% | +6.6% | +10.8% |
| 3Y | -57.3% | +101.2% | -158.5% | -75.9% |
| 5Y | -99.1% | +42.0% | -141.1% | -99.4% |
| 10Y | -98.7% | +126.7% | -225.4% | -99.5% |
| All | -98.7% | +130.1% | -228.8% | -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