+65.0%
FFIV vs AMDL
+102.5%
-37.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -17.6% | +14.9% | -1.1% |
| 7D | -0.5% | +37.2% | -37.8% | -3.9% |
| 30D | -32.4% | -24.0% | -8.4% | -32.1% |
| 3M | -25.7% | -1.0% | -24.7% | -27.4% |
| 6M | -13.5% | -3.2% | -10.3% | -17.4% |
| YTD | +21.1% | +232.2% | -211.1% | -0.4% |
| 1Y | +29.4% | +137.7% | -108.3% | +9.6% |
| All | +65.0% | +102.5% | -37.5% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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