+249.6%
ALAB vs FFIV
+68.0%
+181.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.2% | +11.5% | +12.1% |
| 7D | -5.6% | -2.1% | -3.5% | -3.3% |
| 30D | -36.6% | -33.8% | -2.8% | -17.2% |
| 3M | -35.1% | -20.6% | -14.5% | -26.1% |
| 6M | +8.5% | -10.2% | +18.8% | +14.3% |
| YTD | +30.4% | +24.5% | +5.9% | +7.5% |
| 1Y | +31.0% | +29.3% | +1.7% | +4.7% |
| All | +249.6% | +68.0% | +181.6% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling