+32.0%
FFIV vs ABCL
+199.8%
-167.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +1.9% |
| 7D | -2.1% | +12.4% | -14.5% | -2.8% |
| 30D | -33.8% | -0.4% | -33.4% | -33.9% |
| 3M | -20.6% | +80.4% | -101.0% | -23.9% |
| 6M | -10.2% | +138.5% | -148.8% | -15.3% |
| YTD | +24.5% | +265.5% | -241.0% | +11.2% |
| All | +32.0% | +199.8% | -167.8% | +20.6% |
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