+9,435.8%
AMZN vs FFIV
+7,518.9%
+1,916.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -3.0% | -1.0% | -2.0% | -2.8% |
| 30D | -5.2% | -5.1% | -0.1% | -4.2% |
| 3M | +1.9% | -4.5% | +6.3% | +2.8% |
| 6M | +19.2% | +36.5% | -17.2% | +9.3% |
| YTD | +12.0% | +53.0% | -41.0% | -0.6% |
| 1Y | +9.7% | +24.2% | -14.5% | +2.1% |
| 3Y | +87.2% | +137.2% | -50.0% | +47.3% |
| 5Y | +48.7% | +91.8% | -43.1% | +23.7% |
| 10Y | +569.3% | +215.2% | +354.2% | +381.4% |
| All | +9,435.8% | +7,518.9% | +1,916.9% | +2,202.5% |
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