+4,091.5%
FFIV vs ALK
+312.3%
+3,779.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.2% | -4.5% |
| 7D | -14.2% | +7.1% | -21.3% | -16.2% |
| 30D | -33.6% | -3.0% | -30.7% | -33.4% |
| 3M | -24.2% | -25.6% | +1.4% | -18.2% |
| 6M | -8.3% | +0.5% | -8.8% | -10.5% |
| YTD | +22.1% | -23.1% | +45.2% | +26.7% |
| 1Y | +26.5% | -7.5% | +34.0% | +23.9% |
| 3Y | +102.3% | +15.3% | +87.0% | +76.8% |
| 5Y | +40.6% | -34.8% | +75.4% | +42.0% |
| 10Y | +129.7% | -41.2% | +170.8% | +111.3% |
| All | +4,091.5% | +312.3% | +3,779.1% | +1,201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling