+80.3%
FFIV vs ABCL
-80.5%
+160.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.0% | -0.9% |
| 7D | -8.1% | -3.2% | -4.9% | -7.9% |
| 30D | -33.4% | -7.4% | -26.0% | -33.1% |
| 3M | -24.7% | +81.9% | -106.7% | -29.5% |
| 6M | -8.8% | +135.7% | -144.6% | -17.3% |
| YTD | +21.8% | +247.4% | -225.6% | +5.6% |
| 1Y | +25.3% | +162.3% | -137.0% | +11.3% |
| 3Y | +101.2% | +165.5% | -64.3% | +71.1% |
| 5Y | +40.2% | -21.3% | +61.5% | +26.9% |
| All | +80.3% | -80.5% | +160.8% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling