+66.7%
AU vs FFIV
+26.0%
+40.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.1% |
| 7D | -4.3% | +5.4% | -9.7% | -4.9% |
| 30D | +7.3% | -2.7% | +10.0% | +7.9% |
| 3M | +26.3% | +4.5% | +21.8% | +25.2% |
| 6M | +1.8% | +42.2% | -40.4% | -3.9% |
| YTD | +26.8% | +61.3% | -34.5% | +18.4% |
| 1Y | +66.7% | +23.0% | +43.6% | +48.1% |
| All | +66.7% | +26.0% | +40.7% | +48.1% |
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