+33.8%
FFIV vs ALM
+410.2%
-376.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.4% | -3.1% |
| 7D | -0.5% | +1.2% | -1.8% | -0.7% |
| 30D | -32.4% | -19.3% | -13.1% | -31.7% |
| 3M | -25.7% | -40.6% | +15.0% | -24.1% |
| 6M | -13.5% | -57.9% | +44.4% | -10.6% |
| YTD | +21.1% | -6.7% | +27.8% | +20.3% |
| 1Y | +29.4% | +20.2% | +9.2% | +27.2% |
| 3Y | +94.9% | +879.4% | -784.6% | +77.8% |
| All | +33.8% | +410.2% | -376.4% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling