-8.7%
AMCR vs FFIV
+100.0%
-108.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -3.6% |
| 7D | -6.3% | +3.5% | -9.7% | -7.0% |
| 30D | -7.1% | -1.3% | -5.8% | -7.0% |
| 3M | +12.7% | +2.4% | +10.3% | +11.4% |
| 6M | +5.2% | +41.8% | -36.7% | -4.5% |
| YTD | +8.1% | +58.5% | -50.5% | -5.1% |
| 1Y | +11.7% | +24.3% | -12.6% | +4.2% |
| 3Y | +9.9% | +152.0% | -142.1% | -19.3% |
| 5Y | -8.7% | +99.1% | -107.8% | -32.7% |
| All | -8.7% | +100.0% | -108.6% | -32.7% |
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