+78.5%
AME vs FFIV
+35.3%
+43.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.2% |
| 7D | +5.9% | -0.5% | +6.4% | +6.0% |
| 30D | -1.9% | -32.4% | +30.5% | +8.9% |
| 3M | -5.4% | -25.7% | +20.3% | +1.6% |
| 6M | +4.9% | -13.5% | +18.4% | +6.7% |
| YTD | +18.5% | +21.1% | -2.6% | +6.1% |
| 1Y | +25.5% | +29.4% | -4.0% | +9.5% |
| 3Y | +63.0% | +94.9% | -31.9% | +19.0% |
| All | +78.5% | +35.3% | +43.2% | +42.6% |
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