+33.8%
FFIV vs ACM
+1.1%
+32.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.9% |
| 7D | -0.5% | +5.6% | -6.2% | -2.7% |
| 30D | -32.4% | +20.8% | -53.2% | -37.5% |
| 3M | -25.7% | +11.4% | -37.1% | -29.4% |
| 6M | -13.5% | +0.9% | -14.4% | -15.4% |
| YTD | +21.1% | -24.8% | +45.9% | +35.8% |
| 1Y | +29.4% | -46.4% | +75.9% | +72.2% |
| 3Y | +94.9% | -9.2% | +104.1% | +91.2% |
| All | +33.8% | +1.1% | +32.8% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling