+126.5%
FFIV vs ABCL
-81.3%
+207.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | -5.1% | +93.1% | -98.1% | -11.1% |
| 3M | -4.5% | +79.4% | -83.9% | -10.4% |
| 6M | +36.5% | +214.9% | -178.4% | +20.7% |
| YTD | +53.0% | +234.2% | -181.2% | +33.6% |
| 1Y | +24.2% | +174.8% | -150.5% | +9.9% |
| 3Y | +137.2% | +104.5% | +32.7% | +107.2% |
| 5Y | +91.8% | -39.0% | +130.8% | +75.4% |
| All | +126.5% | -81.3% | +207.8% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling