+5,224.8%
AMD vs FFIV
+7,518.9%
-2,294.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | +2.6% | -1.0% | +3.5% | +2.9% |
| 30D | -0.9% | -5.1% | +4.1% | +0.7% |
| 3M | -8.7% | -4.5% | -4.3% | -7.2% |
| 6M | +136.3% | +36.5% | +99.9% | +112.9% |
| YTD | +123.0% | +53.0% | +70.0% | +92.6% |
| 1Y | +195.2% | +24.2% | +171.0% | +171.6% |
| 3Y | +336.3% | +137.2% | +199.1% | +226.0% |
| 5Y | +334.5% | +91.8% | +242.7% | +255.1% |
| 10Y | +6,259.1% | +215.2% | +6,043.9% | +4,352.2% |
| All | +5,224.8% | +7,518.9% | -2,294.1% | +1,240.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling