+91.5%
FFIV vs ALC
+30.3%
+61.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -4.2% | +2.3% | -6.5% | -5.0% |
| 30D | -33.9% | +15.5% | -49.4% | -37.4% |
| 3M | -22.6% | +0.6% | -23.2% | -23.2% |
| 6M | -10.4% | +18.4% | -28.8% | -16.8% |
| YTD | +24.3% | -5.6% | +29.9% | +24.8% |
| 1Y | +31.8% | 0.0% | +31.7% | +29.0% |
| 3Y | +99.5% | +2.8% | +96.7% | +87.2% |
| 5Y | +40.7% | -8.8% | +49.5% | +36.7% |
| All | +91.5% | +30.3% | +61.3% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling