+95.5%
AMD vs FFIV
+33.5%
+62.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -15.5% | -9.8% | -5.7% | -11.6% |
| 30D | -22.6% | -28.1% | +5.5% | -13.2% |
| 3M | -5.7% | -20.0% | +14.3% | +0.1% |
| 6M | +43.1% | -0.1% | +43.2% | +41.3% |
| YTD | +128.2% | +29.2% | +99.1% | +112.0% |
| 1Y | +95.5% | +36.6% | +58.9% | +80.2% |
| All | +95.5% | +33.5% | +62.0% | +80.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling