+224.3%
FFIV vs ALM
+2,950.3%
-2,726.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | -1.0% | -2.6% | +1.6% | -0.9% |
| 30D | -5.1% | +32.0% | -37.1% | -5.9% |
| 3M | -4.5% | -15.0% | +10.6% | -4.3% |
| 6M | +36.5% | -10.1% | +46.6% | +36.0% |
| YTD | +53.0% | +99.4% | -46.5% | +49.2% |
| 1Y | +24.2% | +316.4% | -292.1% | +19.0% |
| 3Y | +137.2% | +2,022.0% | -1,884.8% | +118.2% |
| 5Y | +91.8% | +941.2% | -849.4% | +77.7% |
| All | +224.3% | +2,950.3% | -2,726.1% | +193.6% |
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