+67.7%
FFIV vs AS
+133.7%
-66.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -5.1% |
| 7D | -14.2% | +7.1% | -21.3% | -15.3% |
| 30D | -33.6% | +12.8% | -46.5% | -35.1% |
| 3M | -24.2% | -14.7% | -9.5% | -22.2% |
| 6M | -8.3% | -9.9% | +1.7% | -7.2% |
| YTD | +22.1% | -16.1% | +38.3% | +24.7% |
| 1Y | +26.5% | +0.2% | +26.3% | +24.2% |
| All | +67.7% | +133.7% | -66.0% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling