+36.6%
FFIV vs AS
+3.3%
+33.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -0.7% |
| 7D | -9.8% | +13.8% | -23.6% | -10.5% |
| 30D | -28.1% | +16.7% | -44.8% | -28.8% |
| 3M | -20.0% | -11.5% | -8.5% | -19.1% |
| 6M | -0.1% | -5.5% | +5.4% | +0.1% |
| YTD | +29.2% | -14.2% | +43.4% | +31.1% |
| 1Y | +36.6% | +2.1% | +34.5% | +41.0% |
| All | +36.6% | +3.3% | +33.3% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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