+32.0%
FFIV vs ACGL
+21.8%
+10.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.5% |
| 7D | -2.1% | -1.1% | -1.0% | -2.5% |
| 30D | -33.8% | +13.1% | -46.9% | -30.8% |
| 3M | -20.6% | +9.8% | -30.4% | -17.5% |
| 6M | -10.2% | +15.3% | -25.5% | -5.0% |
| YTD | +24.5% | +12.7% | +11.8% | +29.8% |
| All | +32.0% | +21.8% | +10.2% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling