-4.2%
AA vs FFIV
+7,518.9%
-7,523.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -0.7% | -1.0% | +0.3% | -0.5% |
| 30D | +5.0% | -5.1% | +10.1% | +5.9% |
| 3M | -35.8% | -4.5% | -31.4% | -35.4% |
| 6M | -18.4% | +36.5% | -54.9% | -23.5% |
| YTD | -5.5% | +53.0% | -58.4% | -13.4% |
| 1Y | +61.0% | +24.2% | +36.7% | +53.1% |
| 3Y | +66.2% | +137.2% | -71.0% | +40.6% |
| 5Y | +11.4% | +91.8% | -80.4% | -2.0% |
| 10Y | +116.9% | +215.2% | -98.3% | +76.9% |
| All | -4.2% | +7,518.9% | -7,523.2% | -50.8% |
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