+33.8%
FFIV vs ACGL
+173.3%
-139.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -0.5% | +2.2% | -2.7% | -0.9% |
| 30D | -32.4% | +12.3% | -44.7% | -33.9% |
| 3M | -25.7% | +11.8% | -37.5% | -27.3% |
| 6M | -13.5% | +17.5% | -31.0% | -16.5% |
| YTD | +21.1% | +14.3% | +6.8% | +17.1% |
| 1Y | +29.4% | +18.2% | +11.3% | +24.1% |
| 3Y | +94.9% | +33.2% | +61.7% | +79.0% |
| All | +33.8% | +173.3% | -139.4% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling