+24.2%
FFIV vs ACM
-45.8%
+70.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -1.0% | -3.7% | +2.8% | -0.3% |
| 30D | -5.1% | -11.1% | +6.0% | -2.5% |
| 3M | -4.5% | -8.0% | +3.5% | -2.9% |
| 6M | +36.5% | -29.7% | +66.1% | +52.0% |
| YTD | +53.0% | -29.4% | +82.3% | +71.1% |
| 1Y | +24.2% | -46.4% | +70.6% | +49.1% |
| All | +24.2% | -45.8% | +70.0% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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