+725.1%
FFIV vs ACM
+252.7%
+472.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -4.2% | +6.6% | -10.8% | -6.6% |
| 30D | -33.9% | +19.8% | -53.6% | -38.6% |
| 3M | -22.6% | -3.1% | -19.5% | -22.7% |
| 6M | -10.4% | -11.5% | +1.1% | -7.9% |
| YTD | +24.3% | -24.7% | +49.0% | +35.9% |
| 1Y | +31.8% | -45.1% | +76.8% | +63.0% |
| 3Y | +99.5% | -8.9% | +108.4% | +99.2% |
| 5Y | +40.7% | +5.4% | +35.3% | +31.4% |
| 10Y | +126.9% | +131.1% | -4.2% | +43.4% |
| All | +725.1% | +252.7% | +472.4% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling