+184.1%
FFIV vs ALLY
+101.5%
+82.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.1% | -5.1% |
| 7D | -14.2% | -1.1% | -13.1% | -13.9% |
| 30D | -33.6% | +4.2% | -37.8% | -34.5% |
| 3M | -24.2% | -12.4% | -11.8% | -21.3% |
| 6M | -8.3% | -8.7% | +0.4% | -6.2% |
| YTD | +22.1% | -11.6% | +33.8% | +25.7% |
| 1Y | +26.5% | +0.2% | +26.3% | +25.2% |
| 3Y | +102.3% | +57.1% | +45.2% | +71.0% |
| 5Y | +40.6% | -6.8% | +47.5% | +33.8% |
| 10Y | +129.7% | +200.4% | -70.7% | +43.5% |
| All | +184.1% | +101.5% | +82.6% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling