+126.6%
FFIV vs ALM
+2,221.4%
-2,094.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.8% | +1.9% |
| 7D | -2.1% | +0.7% | -2.8% | -2.1% |
| 30D | -33.8% | -26.1% | -7.7% | -33.1% |
| 3M | -20.6% | -38.1% | +17.5% | -19.6% |
| 6M | -10.2% | -55.4% | +45.2% | -8.4% |
| YTD | +24.5% | -0.4% | +24.9% | +23.7% |
| 1Y | +29.3% | +25.4% | +3.9% | +27.7% |
| 3Y | +103.8% | +907.8% | -804.0% | +90.6% |
| 5Y | +40.9% | +440.2% | -399.3% | +32.4% |
| 10Y | +126.6% | +2,031.1% | -1,904.6% | +108.0% |
| All | +126.6% | +2,221.4% | -2,094.8% | +108.0% |
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