+39.3%
FFIV vs ACGL
+159.2%
-119.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.2% |
| 7D | -8.1% | +0.9% | -9.0% | -8.3% |
| 30D | -33.4% | +13.7% | -47.1% | -35.1% |
| 3M | -24.7% | +8.0% | -32.8% | -26.0% |
| 6M | -8.8% | +13.3% | -22.1% | -11.4% |
| YTD | +21.8% | +11.8% | +9.9% | +18.2% |
| 1Y | +25.3% | +22.2% | +3.1% | +18.8% |
| 3Y | +101.2% | +32.5% | +68.7% | +84.5% |
| All | +39.3% | +159.2% | -119.9% | -6.9% |
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