+174.8%
ABCL vs FGI
+81.8%
+92.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.8% | -1.6% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +93.1% | +65.4% | +27.7% | +82.3% |
| 3M | +79.4% | +23.5% | +55.9% | +71.8% |
| 6M | +214.9% | +60.5% | +154.3% | +187.4% |
| YTD | +234.2% | +30.0% | +204.2% | +208.7% |
| 1Y | +174.8% | +82.1% | +92.7% | +140.0% |
| All | +174.8% | +81.8% | +92.9% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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