+38.9%
AMC vs FFIV
+28.7%
+10.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.9% |
| 7D | +3.5% | -0.5% | +4.1% | +3.7% |
| 30D | +12.5% | -32.4% | +44.8% | +24.3% |
| 3M | +23.6% | -25.7% | +49.3% | +32.4% |
| 6M | +144.4% | -13.5% | +157.9% | +145.8% |
| YTD | +108.3% | +21.1% | +87.2% | +86.9% |
| 1Y | +38.9% | +29.4% | +9.5% | +19.2% |
| All | +38.9% | +28.7% | +10.2% | +19.2% |
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