+224.3%
FFIV vs ALK
-35.2%
+259.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.8% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -5.1% | -19.2% | +14.2% | -0.4% |
| 3M | -4.5% | -1.5% | -2.9% | -5.0% |
| 6M | +36.5% | -13.1% | +49.5% | +38.1% |
| YTD | +53.0% | -16.4% | +69.4% | +55.7% |
| 1Y | +24.2% | -33.1% | +57.3% | +33.0% |
| 3Y | +137.2% | +0.6% | +136.6% | +120.7% |
| 5Y | +91.8% | -26.4% | +118.2% | +88.5% |
| All | +224.3% | -35.2% | +259.4% | +214.9% |
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