+29.4%
FFIV vs ABCL
+198.4%
-169.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -0.5% | -3.3% | +2.7% | -0.3% |
| 30D | -32.4% | -7.1% | -25.3% | -32.2% |
| 3M | -25.7% | +4.7% | -30.4% | -26.2% |
| 6M | -13.5% | +140.9% | -154.4% | -18.4% |
| YTD | +21.1% | +236.0% | -214.9% | +8.9% |
| 1Y | +29.4% | +217.4% | -188.0% | +17.3% |
| All | +29.4% | +198.4% | -169.0% | +17.3% |
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