+135.7%
FFIV vs ALC
+24.0%
+111.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | -1.0% | -2.1% | +1.1% | -0.2% |
| 30D | -5.1% | -0.1% | -5.0% | -5.2% |
| 3M | -4.5% | +5.9% | -10.3% | -7.1% |
| 6M | +36.5% | -15.9% | +52.4% | +44.1% |
| YTD | +53.0% | -10.1% | +63.1% | +56.9% |
| 1Y | +24.2% | -10.2% | +34.4% | +27.2% |
| 3Y | +137.2% | -13.6% | +150.8% | +140.3% |
| 5Y | +91.8% | -15.1% | +106.9% | +91.8% |
| All | +135.7% | +24.0% | +111.7% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling