+33.8%
FFIV vs ABCL
-26.2%
+60.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -0.5% | -3.3% | +2.7% | -0.2% |
| 30D | -32.4% | -7.1% | -25.3% | -32.1% |
| 3M | -25.7% | +4.7% | -30.4% | -26.7% |
| 6M | -13.5% | +140.9% | -154.4% | -23.6% |
| YTD | +21.1% | +236.0% | -214.9% | +1.4% |
| 1Y | +29.4% | +217.4% | -188.0% | +9.0% |
| 3Y | +94.9% | +188.7% | -93.8% | +56.4% |
| All | +33.8% | -26.2% | +60.0% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling