+271.6%
FFIV vs ALLE
+331.3%
-59.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -4.2% |
| 7D | -14.2% | 0.0% | -14.3% | -14.3% |
| 30D | -33.6% | +20.6% | -54.2% | -39.1% |
| 3M | -24.2% | +11.4% | -35.6% | -28.1% |
| 6M | -8.3% | +42.5% | -50.8% | -22.7% |
| YTD | +22.1% | +18.9% | +3.2% | +10.7% |
| 1Y | +26.5% | +14.2% | +12.3% | +16.7% |
| 3Y | +102.3% | +90.7% | +11.6% | +44.1% |
| 5Y | +40.6% | +52.5% | -11.9% | +9.3% |
| 10Y | +129.7% | +231.2% | -101.5% | +20.6% |
| All | +271.6% | +331.3% | -59.7% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling