+9.6%
AMCR vs FFIV
+141.9%
-132.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -1.8% | -1.5% | -0.3% | -1.6% |
| 30D | -6.0% | -2.7% | -3.4% | -5.8% |
| 3M | +18.9% | -1.7% | +20.6% | +18.7% |
| 6M | +5.7% | +36.1% | -30.5% | -0.7% |
| YTD | +11.1% | +52.6% | -41.5% | +2.0% |
| 1Y | +12.7% | +21.5% | -8.8% | +7.7% |
| 3Y | +9.6% | +142.7% | -133.1% | -14.4% |
| All | +9.6% | +141.9% | -132.4% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling