+32.0%
FFIV vs ALM
+21.0%
+10.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.8% | +1.5% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -33.8% | -26.1% | -7.7% | -32.2% |
| 3M | -20.6% | -38.1% | +17.5% | -18.2% |
| 6M | -10.2% | -55.4% | +45.2% | -5.8% |
| YTD | +24.5% | -0.4% | +24.9% | +22.2% |
| All | +32.0% | +21.0% | +10.9% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling