+915.4%
FFIV vs ACM
+230.8%
+684.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -1.0% | -3.7% | +2.8% | +0.5% |
| 30D | -5.1% | -11.1% | +6.0% | -1.4% |
| 3M | -4.5% | -8.0% | +3.5% | -2.6% |
| 6M | +36.5% | -29.7% | +66.1% | +54.5% |
| YTD | +53.0% | -29.4% | +82.3% | +72.4% |
| 1Y | +24.2% | -46.4% | +70.6% | +55.9% |
| 3Y | +137.2% | -22.3% | +159.6% | +153.5% |
| 5Y | +91.8% | +4.5% | +87.3% | +79.9% |
| 10Y | +215.2% | +127.6% | +87.5% | +100.4% |
| All | +915.4% | +230.8% | +684.6% | +379.7% |
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