+126.6%
FFIV vs ACM
+147.1%
-20.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +0.2% |
| 7D | -2.1% | +6.9% | -9.0% | -4.6% |
| 30D | -33.8% | +19.1% | -52.8% | -38.3% |
| 3M | -20.6% | -6.9% | -13.7% | -19.3% |
| 6M | -10.2% | -12.0% | +1.8% | -7.4% |
| YTD | +24.5% | -25.1% | +49.6% | +37.1% |
| 1Y | +29.3% | -45.4% | +74.7% | +62.1% |
| 3Y | +103.8% | -6.9% | +110.7% | +101.7% |
| 5Y | +40.9% | +3.7% | +37.1% | +32.2% |
| 10Y | +126.6% | +135.8% | -9.2% | +48.9% |
| All | +126.6% | +147.1% | -20.5% | +48.9% |
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