+24.3%
FFIV vs ALM
+312.4%
-288.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.1% | +8.0% | +4.2% |
| 7D | +3.5% | +3.6% | -0.2% | +3.1% |
| 30D | -1.3% | +33.8% | -35.1% | -3.9% |
| 3M | +2.4% | +14.8% | -12.4% | +0.5% |
| 6M | +41.8% | -7.0% | +48.8% | +39.6% |
| YTD | +58.5% | +108.1% | -49.5% | +44.0% |
| 1Y | +24.3% | +313.8% | -289.4% | +14.1% |
| All | +24.3% | +312.4% | -288.0% | +14.1% |
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