+126.6%
FFIV vs ALLY
+201.0%
-74.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -33.8% | +3.4% | -37.2% | -34.5% |
| 3M | -20.6% | -11.1% | -9.6% | -17.9% |
| 6M | -10.2% | -11.5% | +1.2% | -7.3% |
| YTD | +24.5% | -12.3% | +36.8% | +28.4% |
| 1Y | +29.3% | +1.1% | +28.2% | +27.7% |
| 3Y | +103.8% | +64.8% | +39.0% | +70.0% |
| 5Y | +40.9% | -6.9% | +47.7% | +34.0% |
| 10Y | +126.6% | +194.9% | -68.4% | +55.9% |
| All | +126.6% | +201.0% | -74.4% | +55.9% |
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