+40.6%
FFIV vs ACGL
+174.7%
-134.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.4% |
| 7D | -14.2% | +6.4% | -20.6% | -15.1% |
| 30D | -33.6% | +16.6% | -50.3% | -35.6% |
| 3M | -24.2% | +11.6% | -35.8% | -25.8% |
| 6M | -8.3% | +17.5% | -25.7% | -11.4% |
| YTD | +22.1% | +15.3% | +6.9% | +18.0% |
| 1Y | +26.5% | +26.3% | +0.2% | +19.3% |
| 3Y | +102.3% | +35.9% | +66.4% | +85.0% |
| 5Y | +40.6% | +168.2% | -127.5% | -5.6% |
| All | +40.6% | +174.7% | -134.1% | -5.6% |
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