+40.9%
FFIV vs ABCL
-18.8%
+59.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +1.7% |
| 7D | -2.1% | +12.4% | -14.5% | -3.4% |
| 30D | -33.8% | -0.4% | -33.4% | -34.0% |
| 3M | -20.6% | +80.4% | -101.0% | -26.6% |
| 6M | -10.2% | +138.5% | -148.8% | -20.5% |
| YTD | +24.5% | +265.5% | -241.0% | +3.4% |
| 1Y | +29.3% | +219.7% | -190.4% | +9.0% |
| 3Y | +103.8% | +209.4% | -105.6% | +62.6% |
| 5Y | +40.9% | -15.0% | +55.9% | +27.8% |
| All | +40.9% | -18.8% | +59.7% | +27.8% |
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 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