-9.1%
AMCR vs FFIV
+40.7%
-49.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -4.5% | +1.9% | -6.3% | -4.8% |
| 30D | +4.9% | -33.3% | +38.2% | +12.7% |
| 3M | -4.6% | -24.9% | +20.3% | -0.3% |
| 6M | +15.2% | -10.5% | +25.7% | +14.8% |
| YTD | +9.7% | +24.4% | -14.7% | -0.1% |
| 1Y | +10.5% | +32.3% | -21.8% | -1.2% |
| 3Y | +13.8% | +99.7% | -85.9% | -13.8% |
| 5Y | -9.1% | +38.4% | -47.5% | -29.2% |
| All | -9.1% | +40.7% | -49.8% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling