+132.8%
AMD vs FFIV
+32.9%
+99.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.5% | +6.9% |
| 7D | +13.1% | -2.9% | +16.1% | +15.3% |
| 30D | -7.0% | -32.4% | +25.5% | +8.5% |
| 3M | +16.6% | -22.7% | +39.3% | +26.5% |
| 6M | +20.5% | -10.7% | +31.2% | +24.6% |
| YTD | +158.2% | +25.4% | +132.8% | +143.0% |
| 1Y | +132.8% | +34.2% | +98.6% | +115.2% |
| All | +132.8% | +32.9% | +99.9% | +115.2% |
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