+24.2%
FFIV vs ALLY
+9.5%
+14.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.0% | +3.7% | -4.6% | -2.1% |
| 30D | -5.1% | -2.3% | -2.8% | -4.4% |
| 3M | -4.5% | +3.8% | -8.3% | -5.7% |
| 6M | +36.5% | +9.7% | +26.8% | +30.7% |
| YTD | +53.0% | -1.4% | +54.4% | +53.4% |
| 1Y | +24.2% | +8.2% | +16.0% | +18.7% |
| All | +24.2% | +9.5% | +14.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling