+8,320.0%
AME vs FFIV
+7,518.9%
+801.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.6% | -1.0% | +1.6% | +0.7% |
| 30D | -6.7% | -5.1% | -1.6% | -6.1% |
| 3M | +4.1% | -4.5% | +8.5% | +4.6% |
| 6M | +1.6% | +36.5% | -34.9% | -3.1% |
| YTD | +16.1% | +53.0% | -36.8% | +8.8% |
| 1Y | +27.3% | +24.2% | +3.1% | +22.6% |
| 3Y | +50.9% | +137.2% | -86.3% | +32.4% |
| 5Y | +81.4% | +91.8% | -10.4% | +62.9% |
| 10Y | +417.0% | +215.2% | +201.8% | +333.1% |
| All | +8,320.0% | +7,518.9% | +801.1% | +5,031.3% |
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