+257.6%
ALAB vs FFIV
+63.5%
+194.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -0.7% |
| 7D | +16.3% | -0.5% | +16.9% | +17.0% |
| 30D | -26.1% | -32.4% | +6.3% | -5.3% |
| 3M | -31.3% | -25.7% | -5.6% | -17.7% |
| 6M | -1.0% | -13.5% | +12.5% | +7.0% |
| YTD | +33.3% | +21.1% | +12.2% | +12.2% |
| 1Y | +53.5% | +29.4% | +24.1% | +22.5% |
| All | +257.6% | +63.5% | +194.2% | +172.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling