+100.3%
AMCR vs FFIV
+152.5%
-52.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -4.5% | +1.9% | -6.3% | -4.7% |
| 30D | +4.9% | -33.3% | +38.2% | +11.5% |
| 3M | -4.6% | -24.9% | +20.3% | -0.8% |
| 6M | +15.2% | -10.5% | +25.7% | +15.6% |
| YTD | +9.7% | +24.4% | -14.7% | +3.3% |
| 1Y | +10.5% | +32.3% | -21.8% | +2.7% |
| 3Y | +13.8% | +99.7% | -85.9% | -3.2% |
| 5Y | -9.1% | +38.4% | -47.5% | -19.1% |
| 10Y | +18.6% | +125.0% | -106.4% | -4.9% |
| All | +100.3% | +152.5% | -52.2% | +58.8% |
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