+16.5%
AMCR vs FFIV
+238.2%
-221.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -5.0% | +1.6% | -6.6% | -5.4% |
| 30D | -8.0% | -3.7% | -4.2% | -7.3% |
| 3M | +14.3% | +2.0% | +12.3% | +13.0% |
| 6M | +5.3% | +39.3% | -33.9% | -4.9% |
| YTD | +7.7% | +56.1% | -48.4% | -6.2% |
| 1Y | +10.8% | +22.0% | -11.1% | +2.9% |
| 3Y | +9.6% | +148.2% | -138.6% | -19.4% |
| 5Y | -10.2% | +96.3% | -106.5% | -31.0% |
| All | +16.5% | +238.2% | -221.7% | -25.6% |
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