+100.3%
AMCR vs FFIV
+145.7%
-45.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | -2.4% | -0.5% | -1.8% | -2.3% |
| 30D | +3.6% | -32.4% | +36.0% | +9.9% |
| 3M | -4.2% | -25.7% | +21.5% | -0.3% |
| 6M | +15.5% | -13.5% | +29.0% | +16.6% |
| YTD | +9.7% | +21.1% | -11.4% | +3.7% |
| 1Y | +8.3% | +29.4% | -21.1% | +1.1% |
| 3Y | +15.4% | +94.9% | -79.5% | -1.5% |
| 5Y | -9.1% | +34.7% | -43.8% | -18.8% |
| 10Y | +18.6% | +119.0% | -100.4% | -4.5% |
| All | +100.3% | +145.7% | -45.4% | +59.5% |
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