+101.7%
FFIV vs ALLE
+90.7%
+11.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -4.8% |
| 7D | -14.2% | 0.0% | -14.3% | -14.2% |
| 30D | -33.6% | +20.6% | -54.2% | -36.6% |
| 3M | -24.2% | +11.4% | -35.6% | -26.1% |
| 6M | -8.3% | +42.5% | -50.8% | -16.9% |
| YTD | +22.1% | +18.9% | +3.2% | +16.9% |
| 1Y | +26.5% | +14.2% | +12.3% | +23.1% |
| All | +101.7% | +90.7% | +11.1% | +56.9% |
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