+127.8%
FFIV vs ALLY
+189.4%
-61.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -8.1% | +0.9% | -9.1% | -8.4% |
| 30D | -33.4% | +3.1% | -36.5% | -34.0% |
| 3M | -24.7% | -12.6% | -12.2% | -21.8% |
| 6M | -8.8% | -12.4% | +3.6% | -5.6% |
| YTD | +21.8% | -13.2% | +34.9% | +26.0% |
| 1Y | +25.3% | +1.8% | +23.5% | +23.5% |
| 3Y | +101.2% | +58.0% | +43.2% | +70.0% |
| 5Y | +40.2% | -8.4% | +48.6% | +34.0% |
| All | +127.8% | +189.4% | -61.5% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling