+99.5%
FFIV vs ALLY
+60.4%
+39.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.5% |
| 7D | -4.2% | -0.7% | -3.5% | -4.0% |
| 30D | -33.9% | +1.1% | -35.0% | -34.1% |
| 3M | -22.6% | -13.2% | -9.4% | -19.3% |
| 6M | -10.4% | -13.5% | +3.1% | -6.7% |
| YTD | +24.3% | -14.3% | +38.6% | +29.3% |
| 1Y | +31.8% | -1.1% | +32.9% | +30.9% |
| 3Y | +99.5% | +62.0% | +37.5% | +76.7% |
| All | +99.5% | +60.4% | +39.1% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling