+101.2%
FFIV vs ALHC
+21.9%
+79.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | -8.1% | +1.0% | -9.1% | -8.1% |
| 30D | -33.4% | -14.2% | -19.2% | -33.3% |
| 3M | -24.7% | -45.1% | +20.4% | -24.3% |
| 6M | -8.8% | -59.5% | +50.7% | -7.8% |
| YTD | +21.8% | -62.8% | +84.6% | +23.3% |
| 1Y | +25.3% | -55.5% | +80.8% | +26.2% |
| 3Y | +101.2% | +25.7% | +75.5% | +94.9% |
| All | +101.2% | +21.9% | +79.2% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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