+39.3%
FFIV vs ALLE
+49.9%
-10.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -8.1% | -0.6% | -7.6% | -8.0% |
| 30D | -33.4% | +25.3% | -58.7% | -39.2% |
| 3M | -24.7% | +10.3% | -35.0% | -27.9% |
| 6M | -8.8% | +38.0% | -46.9% | -21.0% |
| YTD | +21.8% | +17.8% | +4.0% | +12.2% |
| 1Y | +25.3% | +13.6% | +11.7% | +17.5% |
| 3Y | +101.2% | +89.2% | +11.9% | +41.2% |
| All | +39.3% | +49.9% | -10.6% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling