-31.3%
AMT vs FFIV
+91.3%
-122.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -0.2% | -1.0% | +0.7% | -0.1% |
| 30D | +4.6% | -5.1% | +9.7% | +5.3% |
| 3M | -8.4% | -4.5% | -4.0% | -8.2% |
| 6M | -6.0% | +36.5% | -42.5% | -11.5% |
| YTD | +2.1% | +53.0% | -50.8% | -6.4% |
| 1Y | -6.4% | +24.2% | -30.6% | -10.9% |
| 3Y | +8.1% | +137.2% | -129.2% | -18.5% |
| All | -31.3% | +91.3% | -122.6% | -45.7% |
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