+978.8%
AMT vs FFIV
+6,091.4%
-5,112.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.7% |
| 7D | +1.6% | -4.2% | +5.8% | +2.4% |
| 30D | +4.5% | -33.9% | +38.3% | +11.7% |
| 3M | +13.8% | -22.6% | +36.4% | +18.1% |
| 6M | +10.0% | -10.4% | +20.4% | +10.9% |
| YTD | +11.8% | +24.3% | -12.6% | +5.4% |
| 1Y | +10.2% | +31.8% | -21.6% | +2.8% |
| 3Y | +15.1% | +99.5% | -84.4% | -2.4% |
| 5Y | -18.8% | +40.7% | -59.6% | -27.2% |
| 10Y | +133.7% | +126.9% | +6.8% | +86.6% |
| All | +978.8% | +6,091.4% | -5,112.7% | +291.5% |
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