+640.3%
AMZN vs FFIV
+126.3%
+514.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | +0.1% | -2.9% | +3.0% | +1.3% |
| 30D | +2.6% | -32.4% | +35.0% | +19.0% |
| 3M | -2.2% | -22.7% | +20.5% | +6.2% |
| 6M | -1.0% | -10.7% | +9.6% | +0.2% |
| YTD | +15.3% | +25.4% | -10.1% | -1.5% |
| 1Y | +6.9% | +34.2% | -27.3% | -11.7% |
| 3Y | +85.4% | +101.2% | -15.8% | +23.2% |
| 5Y | +53.3% | +42.0% | +11.3% | +16.5% |
| All | +640.3% | +126.3% | +514.0% | +365.0% |
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