+225.5%
FFIV vs ALLY
+178.4%
+47.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.8% |
| 7D | -1.5% | +1.0% | -2.6% | -1.9% |
| 30D | -2.7% | -3.3% | +0.6% | -1.7% |
| 3M | -1.7% | +0.5% | -2.1% | -1.9% |
| 6M | +36.1% | +12.6% | +23.5% | +30.6% |
| YTD | +52.6% | -4.7% | +57.3% | +53.8% |
| 1Y | +21.5% | +5.2% | +16.3% | +18.7% |
| 3Y | +142.7% | +66.5% | +76.2% | +101.8% |
| 5Y | +92.6% | +0.2% | +92.3% | +78.8% |
| 10Y | +225.5% | +180.8% | +44.7% | +128.9% |
| All | +225.5% | +178.4% | +47.1% | +128.9% |
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