+33.8%
FFIV vs ALLE
+51.6%
-17.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.1% |
| 7D | -0.5% | +3.6% | -4.1% | -1.8% |
| 30D | -32.4% | +25.9% | -58.3% | -38.4% |
| 3M | -25.7% | +15.8% | -41.4% | -30.0% |
| 6M | -13.5% | +48.1% | -61.6% | -27.2% |
| YTD | +21.1% | +22.0% | -0.9% | +10.2% |
| 1Y | +29.4% | +18.0% | +11.4% | +19.6% |
| 3Y | +94.9% | +93.1% | +1.8% | +36.2% |
| All | +33.8% | +51.6% | -17.8% | +3.5% |
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