+33.2%
FFIV vs ALK
-2.7%
+35.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -2.9% | +2.6% | -5.5% | -3.2% |
| 30D | -32.4% | +7.8% | -40.2% | -33.0% |
| 3M | -22.7% | -15.2% | -7.5% | -21.3% |
| 6M | -10.7% | +5.0% | -15.7% | -11.9% |
| YTD | +25.4% | -18.4% | +43.8% | +28.5% |
| All | +33.2% | -2.7% | +35.9% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling