+34.2%
FFIV vs ABCL
+201.0%
-166.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +4.9% | +1.1% |
| 7D | -2.9% | -2.7% | -0.3% | -2.8% |
| 30D | -32.4% | -5.4% | -27.0% | -32.3% |
| 3M | -22.7% | +22.4% | -45.1% | -23.9% |
| 6M | -10.7% | +127.6% | -138.3% | -15.5% |
| YTD | +25.4% | +249.4% | -224.0% | +12.4% |
| 1Y | +34.2% | +198.0% | -163.8% | +22.8% |
| All | +34.2% | +201.0% | -166.8% | +22.8% |
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