+127.8%
FFIV vs ALK
-41.7%
+169.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -8.1% | +9.0% | -17.2% | -10.2% |
| 30D | -33.4% | -1.6% | -31.7% | -33.3% |
| 3M | -24.7% | -23.2% | -1.6% | -20.4% |
| 6M | -8.8% | -3.9% | -5.0% | -9.6% |
| YTD | +21.8% | -22.6% | +44.4% | +25.6% |
| 1Y | +25.3% | -5.3% | +30.6% | +22.5% |
| 3Y | +101.2% | +18.6% | +82.6% | +78.5% |
| 5Y | +40.2% | -34.4% | +74.6% | +41.4% |
| All | +127.8% | -41.7% | +169.5% | +127.9% |
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