+101.7%
FFIV vs ABCL
+139.9%
-38.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.4% | +3.9% | -4.6% |
| 7D | -14.2% | -14.9% | +0.7% | -13.1% |
| 30D | -33.6% | -15.4% | -18.3% | -32.9% |
| 3M | -24.2% | +88.0% | -112.2% | -29.0% |
| 6M | -8.3% | +138.8% | -147.1% | -16.6% |
| YTD | +22.1% | +225.4% | -203.3% | +6.7% |
| 1Y | +26.5% | +137.3% | -110.8% | +13.7% |
| All | +101.7% | +139.9% | -38.1% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling