+137.2%
FFIV vs ALLE
+42.6%
+94.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -1.0% | -0.2% | -0.7% | -0.9% |
| 30D | -5.1% | -6.8% | +1.7% | -3.3% |
| 3M | -4.5% | +21.0% | -25.5% | -10.0% |
| 6M | +36.5% | +1.1% | +35.4% | +36.3% |
| YTD | +53.0% | -0.5% | +53.5% | +52.9% |
| 1Y | +24.2% | -7.3% | +31.5% | +27.7% |
| All | +137.2% | +42.6% | +94.7% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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