+196.6%
AMD vs FFIV
+39.3%
+157.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.5% | -11.8% | -13.1% |
| 7D | -28.6% | -14.2% | -14.4% | -19.0% |
| 30D | -37.7% | -33.6% | -4.1% | -17.1% |
| 3M | -16.1% | -24.2% | +8.1% | -0.3% |
| 6M | +13.8% | -8.3% | +22.1% | +15.9% |
| YTD | +88.8% | +22.1% | +66.7% | +47.7% |
| 1Y | +57.8% | +26.5% | +31.3% | +19.0% |
| 3Y | +260.3% | +102.3% | +157.9% | +58.9% |
| 5Y | +196.6% | +40.6% | +156.0% | +82.9% |
| All | +196.6% | +39.3% | +157.3% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling