+101.7%
FFIV vs ALK
+15.2%
+86.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.2% | -4.9% |
| 7D | -14.2% | +7.1% | -21.3% | -15.5% |
| 30D | -33.6% | -3.0% | -30.7% | -33.4% |
| 3M | -24.2% | -25.6% | +1.4% | -20.1% |
| 6M | -8.3% | +0.5% | -8.8% | -9.8% |
| YTD | +22.1% | -23.1% | +45.2% | +26.0% |
| 1Y | +26.5% | -7.5% | +34.0% | +24.5% |
| All | +101.7% | +15.2% | +86.5% | +92.3% |
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