+36.6%
FFIV vs ALC
+4.2%
+32.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.3% | 0.0% |
| 7D | -9.8% | +10.7% | -20.5% | -9.2% |
| 30D | -28.1% | +20.2% | -48.3% | -27.5% |
| 3M | -20.0% | +8.9% | -28.9% | -19.4% |
| 6M | -0.1% | +5.7% | -5.8% | +1.4% |
| YTD | +29.2% | -1.4% | +30.6% | +31.5% |
| 1Y | +36.6% | +4.7% | +31.9% | +35.4% |
| All | +36.6% | +4.2% | +32.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling