-97.7%
AMC vs FFIV
+271.3%
-369.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.5% | -7.0% | -9.8% |
| 7D | 0.0% | -14.2% | +14.2% | +7.9% |
| 30D | +4.4% | -33.6% | +38.0% | +26.1% |
| 3M | +15.4% | -24.2% | +39.6% | +29.3% |
| 6M | +93.7% | -8.3% | +102.0% | +95.6% |
| YTD | +97.4% | +22.1% | +75.3% | +69.2% |
| 1Y | +23.2% | +26.5% | -3.3% | +3.6% |
| 3Y | -71.3% | +102.3% | -173.6% | -82.3% |
| 5Y | -99.3% | +40.6% | -139.9% | -99.4% |
| 10Y | -98.7% | +129.7% | -228.4% | -99.3% |
| All | -97.7% | +271.3% | -369.1% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling