+126.9%
FFIV vs ALK
-39.7%
+166.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -4.2% | +12.9% | -17.1% | -7.0% |
| 30D | -33.9% | +5.5% | -39.4% | -34.9% |
| 3M | -22.6% | -12.1% | -10.5% | -20.7% |
| 6M | -10.4% | +1.7% | -12.1% | -12.3% |
| YTD | +24.3% | -17.4% | +41.7% | +26.3% |
| 1Y | +31.8% | -1.9% | +33.7% | +27.9% |
| 3Y | +99.5% | +21.2% | +78.3% | +76.3% |
| 5Y | +40.7% | -27.8% | +68.5% | +38.7% |
| 10Y | +126.9% | -41.0% | +167.9% | +121.6% |
| All | +126.9% | -39.7% | +166.6% | +121.6% |
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