+94.9%
FFIV vs ALK
+13.2%
+81.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.4% |
| 7D | -0.5% | -1.2% | +0.6% | -0.4% |
| 30D | -32.4% | +7.7% | -40.1% | -33.5% |
| 3M | -25.7% | -19.0% | -6.7% | -22.9% |
| 6M | -13.5% | -0.2% | -13.3% | -14.8% |
| YTD | +21.1% | -23.5% | +44.6% | +25.0% |
| 1Y | +29.4% | -9.1% | +38.5% | +27.9% |
| 3Y | +94.9% | +12.0% | +82.9% | +86.7% |
| All | +94.9% | +13.2% | +81.7% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling