-98.7%
AMC vs FFIV
+126.1%
-224.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +2.6% | -8.1% | +10.7% | +7.7% |
| 30D | +9.0% | -33.4% | +42.4% | +34.2% |
| 3M | +22.2% | -24.7% | +46.9% | +39.1% |
| 6M | +91.5% | -8.8% | +100.3% | +93.4% |
| YTD | +101.3% | +21.8% | +79.5% | +68.0% |
| 1Y | +20.8% | +25.3% | -4.5% | -1.0% |
| 3Y | -71.3% | +101.2% | -172.5% | -84.0% |
| 5Y | -99.2% | +40.2% | -139.5% | -99.5% |
| All | -98.7% | +126.1% | -224.8% | -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