+88.9%
AMD vs FFIV
+26.7%
+62.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.3% | +11.2% |
| 7D | -11.0% | -8.1% | -2.9% | -7.0% |
| 30D | -30.5% | -33.4% | +2.9% | -18.7% |
| 3M | -8.2% | -24.7% | +16.5% | +0.7% |
| 6M | +6.6% | -8.8% | +15.4% | +9.8% |
| YTD | +109.7% | +21.8% | +87.9% | +101.5% |
| 1Y | +88.9% | +25.3% | +63.6% | +81.0% |
| All | +88.9% | +26.7% | +62.2% | +81.0% |
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