+127.8%
FFIV vs ALM
+2,022.9%
-1,895.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -8.1% | -6.7% | -1.5% | -7.9% |
| 30D | -33.4% | -32.9% | -0.5% | -32.5% |
| 3M | -24.7% | -39.5% | +14.7% | -23.7% |
| 6M | -8.8% | -62.0% | +53.1% | -6.5% |
| YTD | +21.8% | -7.8% | +29.6% | +21.4% |
| 1Y | +25.3% | +26.7% | -1.4% | +23.7% |
| 3Y | +101.2% | +825.4% | -724.2% | +88.5% |
| 5Y | +40.2% | +401.2% | -361.0% | +32.1% |
| All | +127.8% | +2,022.9% | -1,895.1% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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