+67.2%
FFIV vs AS
+134.9%
-67.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -8.1% | +6.9% | -15.1% | -9.2% |
| 30D | -33.4% | +16.0% | -49.4% | -35.2% |
| 3M | -24.7% | -12.8% | -11.9% | -23.1% |
| 6M | -8.8% | -15.4% | +6.5% | -6.6% |
| YTD | +21.8% | -15.7% | +37.5% | +24.2% |
| 1Y | +25.3% | +6.1% | +19.2% | +21.6% |
| All | +67.2% | +134.9% | -67.6% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling