+126.7%
FFIV vs ACM
+130.8%
-4.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -2.9% | +3.0% | -6.0% | -4.1% |
| 30D | -32.4% | +19.7% | -52.1% | -37.2% |
| 3M | -22.7% | +5.3% | -28.0% | -25.1% |
| 6M | -10.7% | -10.8% | +0.1% | -8.4% |
| YTD | +25.4% | -25.1% | +50.5% | +38.0% |
| 1Y | +34.2% | -45.8% | +80.0% | +68.8% |
| 3Y | +101.2% | -9.4% | +110.6% | +101.4% |
| 5Y | +42.0% | +4.8% | +37.2% | +32.7% |
| 10Y | +126.7% | +129.8% | -3.0% | +48.6% |
| All | +126.7% | +130.8% | -4.1% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling