+708.3%
FFIV vs ACM
+233.3%
+475.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -8.1% | +5.4% | -13.5% | -10.1% |
| 30D | -33.4% | +15.1% | -48.5% | -37.2% |
| 3M | -24.7% | -10.5% | -14.3% | -22.5% |
| 6M | -8.8% | -19.7% | +10.8% | -2.7% |
| YTD | +21.8% | -28.8% | +50.6% | +36.2% |
| 1Y | +25.3% | -47.9% | +73.2% | +58.3% |
| 3Y | +101.2% | -12.4% | +113.5% | +104.0% |
| 5Y | +40.2% | +0.6% | +39.7% | +33.4% |
| 10Y | +129.0% | +161.3% | -32.2% | +37.3% |
| All | +708.3% | +233.3% | +475.0% | +279.0% |
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