+125.4%
FFIV vs ALK
-42.3%
+167.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -2.9% | +2.6% | -5.5% | -3.5% |
| 30D | -32.4% | +7.8% | -40.2% | -33.8% |
| 3M | -22.7% | -15.2% | -7.5% | -20.1% |
| 6M | -10.7% | +5.0% | -15.7% | -13.3% |
| YTD | +25.4% | -18.4% | +43.8% | +27.7% |
| 1Y | +34.2% | -2.4% | +36.6% | +30.3% |
| 3Y | +101.2% | +19.8% | +81.4% | +78.3% |
| 5Y | +42.0% | -27.8% | +69.7% | +39.9% |
| All | +125.4% | -42.3% | +167.8% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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