+629.7%
AMZN vs FFIV
+126.0%
+503.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.0% | -4.2% | +12.2% | +9.9% |
| 30D | +3.2% | -33.9% | +37.1% | +20.9% |
| 3M | -2.6% | -22.6% | +20.0% | +5.7% |
| 6M | -0.7% | -10.4% | +9.7% | +0.4% |
| YTD | +17.4% | +24.3% | -7.0% | +0.6% |
| 1Y | +9.0% | +31.8% | -22.7% | -9.2% |
| 3Y | +88.7% | +99.5% | -10.8% | +25.9% |
| 5Y | +55.6% | +40.7% | +14.8% | +18.7% |
| 10Y | +629.7% | +126.9% | +502.8% | +354.6% |
| All | +629.7% | +126.0% | +503.8% | +354.6% |
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 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