+110.1%
FFIV vs AS
+120.4%
-10.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -1.1% |
| 7D | -1.0% | -4.9% | +3.9% | -0.1% |
| 30D | -5.1% | -19.6% | +14.5% | -1.4% |
| 3M | -4.5% | -14.4% | +9.9% | -2.1% |
| 6M | +36.5% | -20.1% | +56.6% | +41.0% |
| YTD | +53.0% | -20.9% | +73.9% | +58.1% |
| 1Y | +24.2% | -21.9% | +46.1% | +28.3% |
| All | +110.1% | +120.4% | -10.3% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling