+101.7%
FFIV vs ALC
+2.0%
+99.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.2% |
| 7D | -2.9% | -6.3% | +3.3% | -1.9% |
| 30D | -32.4% | +12.6% | -45.0% | -34.0% |
| 3M | -22.7% | -3.8% | -18.9% | -22.2% |
| 6M | -10.7% | +16.8% | -27.5% | -14.2% |
| YTD | +25.4% | -7.6% | +33.0% | +27.2% |
| 1Y | +34.2% | -5.9% | +40.0% | +35.2% |
| All | +101.7% | +2.0% | +99.7% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling