+317.1%
FFIV vs ALM
+3,507.4%
-3,190.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.3% |
| 7D | -8.1% | -6.7% | -1.5% | -8.1% |
| 30D | -33.4% | -32.9% | -0.5% | -33.3% |
| 3M | -24.7% | -39.5% | +14.7% | -24.7% |
| 6M | -8.8% | -62.0% | +53.1% | -8.7% |
| YTD | +21.8% | -7.8% | +29.6% | +21.8% |
| 1Y | +25.3% | +26.7% | -1.4% | +25.2% |
| 3Y | +101.2% | +825.4% | -724.2% | +100.6% |
| 5Y | +40.2% | +401.2% | -361.0% | +39.9% |
| 10Y | +129.0% | +2,074.0% | -1,945.0% | +128.4% |
| All | +317.1% | +3,507.4% | -3,190.4% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling