-98.8%
AMC vs FFIV
+118.6%
-217.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.2% |
| 7D | +3.5% | -0.5% | +4.1% | +3.9% |
| 30D | +12.5% | -32.4% | +44.8% | +37.2% |
| 3M | +23.6% | -25.7% | +49.3% | +42.1% |
| 6M | +144.4% | -13.5% | +157.9% | +155.1% |
| YTD | +108.3% | +21.1% | +87.2% | +74.6% |
| 1Y | +38.9% | +29.4% | +9.5% | +11.6% |
| 3Y | -58.9% | +94.9% | -153.8% | -76.4% |
| 5Y | -99.2% | +34.7% | -133.9% | -99.4% |
| All | -98.8% | +118.6% | -217.4% | -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