+117.8%
FFIV vs ALLY
+174.3%
-56.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.9% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -32.4% | +5.2% | -37.6% | -33.5% |
| 3M | -25.7% | -13.3% | -12.4% | -22.6% |
| 6M | -13.5% | -6.7% | -6.8% | -12.1% |
| YTD | +21.1% | -12.8% | +33.9% | +25.2% |
| 1Y | +29.4% | +0.7% | +28.7% | +28.0% |
| 3Y | +94.9% | +65.2% | +29.7% | +62.4% |
| 5Y | +34.7% | -10.1% | +44.9% | +29.4% |
| All | +117.8% | +174.3% | -56.5% | +51.0% |
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