+87.6%
FFIV vs ALC
+31.8%
+55.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | -8.1% | +4.9% | -13.0% | -9.8% |
| 30D | -33.4% | +19.0% | -52.3% | -37.6% |
| 3M | -24.7% | +7.8% | -32.5% | -27.2% |
| 6M | -8.8% | +14.6% | -23.4% | -14.4% |
| YTD | +21.8% | -4.4% | +26.2% | +21.7% |
| 1Y | +25.3% | +1.4% | +23.9% | +22.1% |
| 3Y | +101.2% | +2.5% | +98.6% | +89.3% |
| 5Y | +40.2% | -10.9% | +51.1% | +37.5% |
| All | +87.6% | +31.8% | +55.8% | +54.5% |
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