+36.6%
FFIV vs ABCL
+138.2%
-101.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | -9.8% | -10.0% | +0.2% | -9.4% |
| 30D | -28.1% | -10.9% | -17.2% | -27.8% |
| 3M | -20.0% | +101.6% | -121.7% | -23.7% |
| 6M | -0.1% | +167.5% | -167.6% | -6.2% |
| YTD | +29.2% | +259.1% | -229.9% | +16.7% |
| 1Y | +36.6% | +152.2% | -115.6% | +25.4% |
| All | +36.6% | +138.2% | -101.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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