+126.6%
FFIV vs ACGL
+332.3%
-205.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | -33.8% | +13.1% | -46.9% | -36.5% |
| 3M | -20.6% | +9.8% | -30.4% | -23.3% |
| 6M | -10.2% | +15.3% | -25.5% | -14.9% |
| YTD | +24.5% | +12.7% | +11.8% | +18.3% |
| 1Y | +29.3% | +20.7% | +8.6% | +20.1% |
| 3Y | +103.8% | +34.3% | +69.5% | +78.8% |
| 5Y | +40.9% | +170.6% | -129.7% | -7.5% |
| 10Y | +126.6% | +330.6% | -204.0% | +20.8% |
| All | +126.6% | +332.3% | -205.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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