+101.7%
FFIV vs ACM
-9.4%
+111.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -2.9% | +3.0% | -6.0% | -3.8% |
| 30D | -32.4% | +19.7% | -52.1% | -36.2% |
| 3M | -22.7% | +5.3% | -28.0% | -24.4% |
| 6M | -10.7% | -10.8% | +0.1% | -7.6% |
| YTD | +25.4% | -25.1% | +50.5% | +40.3% |
| 1Y | +34.2% | -45.8% | +80.0% | +75.0% |
| All | +101.7% | -9.4% | +111.2% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling