+57.2%
AA vs FFIV
+102.2%
-45.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +0.9% | -8.1% | +9.0% | +4.1% |
| 30D | -6.7% | -33.4% | +26.7% | +7.2% |
| 3M | -16.3% | -24.7% | +8.4% | -9.5% |
| 6M | -37.1% | -8.8% | -28.3% | -38.3% |
| YTD | -25.0% | +21.8% | -46.8% | -37.7% |
| 1Y | +8.6% | +25.3% | -16.7% | -11.3% |
| 3Y | +57.2% | +101.2% | -43.9% | -12.3% |
| All | +57.2% | +102.2% | -45.0% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling