-8.3%
FFIV vs ALLY
-8.5%
+0.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.1% | -5.2% |
| 7D | -14.2% | -1.1% | -13.1% | -13.9% |
| 30D | -33.6% | +4.2% | -37.8% | -34.0% |
| 3M | -24.2% | -12.4% | -11.8% | -22.1% |
| 6M | -8.3% | -8.7% | +0.4% | -5.7% |
| All | -8.3% | -8.5% | +0.3% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling