+24.2%
FFIV vs ABCL
+186.8%
-162.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | -5.1% | +93.1% | -98.1% | -10.1% |
| 3M | -4.5% | +79.4% | -83.9% | -9.3% |
| 6M | +36.5% | +214.9% | -178.4% | +22.7% |
| YTD | +53.0% | +234.2% | -181.2% | +34.8% |
| 1Y | +24.2% | +174.8% | -150.5% | +13.6% |
| All | +24.2% | +186.8% | -162.6% | +13.6% |
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