+63.5%
AA vs FFIV
+26.5%
+37.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -2.9% |
| 7D | -0.6% | +3.5% | -4.1% | -1.4% |
| 30D | -1.6% | -1.3% | -0.2% | -1.3% |
| 3M | -29.8% | +2.4% | -32.2% | -30.7% |
| 6M | -16.6% | +41.8% | -58.4% | -24.2% |
| YTD | -4.0% | +58.5% | -62.6% | -15.9% |
| 1Y | +63.5% | +24.3% | +39.2% | +47.9% |
| All | +63.5% | +26.5% | +37.0% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling