+127.8%
FFIV vs ACGL
+337.7%
-209.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.6% |
| 7D | -8.1% | +0.9% | -9.0% | -8.4% |
| 30D | -33.4% | +13.7% | -47.1% | -36.2% |
| 3M | -24.7% | +8.0% | -32.8% | -26.9% |
| 6M | -8.8% | +13.3% | -22.1% | -13.1% |
| YTD | +21.8% | +11.8% | +9.9% | +16.0% |
| 1Y | +25.3% | +22.2% | +3.1% | +15.8% |
| 3Y | +101.2% | +32.5% | +68.7% | +77.3% |
| 5Y | +40.2% | +160.2% | -120.0% | -6.6% |
| All | +127.8% | +337.7% | -209.9% | +21.7% |
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