+6,351.7%
AMD vs FFIV
+126.1%
+6,225.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.3% | +11.2% |
| 7D | -11.0% | -8.1% | -2.9% | -4.9% |
| 30D | -30.5% | -33.4% | +2.9% | -9.4% |
| 3M | -8.2% | -24.7% | +16.5% | +9.0% |
| 6M | +6.6% | -8.8% | +15.4% | +10.2% |
| YTD | +109.7% | +21.8% | +87.9% | +72.0% |
| 1Y | +88.9% | +25.3% | +63.6% | +51.1% |
| 3Y | +301.8% | +101.2% | +200.7% | +116.9% |
| 5Y | +229.4% | +40.2% | +189.1% | +133.2% |
| All | +6,351.7% | +126.1% | +6,225.7% | +3,154.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling