+124.5%
AMT vs FFIV
+132.4%
-7.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | +0.4% | -2.1% | +2.5% | +0.7% |
| 30D | +3.7% | -33.8% | +37.5% | +10.8% |
| 3M | +10.7% | -20.6% | +31.3% | +14.2% |
| 6M | +9.3% | -10.2% | +19.5% | +9.6% |
| YTD | +10.9% | +24.5% | -13.5% | +3.5% |
| 1Y | +10.5% | +29.3% | -18.8% | +2.1% |
| 3Y | +15.5% | +103.8% | -88.2% | -8.6% |
| 5Y | -20.6% | +40.9% | -61.4% | -32.5% |
| 10Y | +124.5% | +126.6% | -2.0% | +56.2% |
| All | +124.5% | +132.4% | -7.9% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling