+210.2%
ABCL vs FGI
+45.3%
+164.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +5.1% |
| 7D | +12.4% | -1.4% | +13.8% | +12.5% |
| 30D | -0.4% | -3.2% | +2.9% | -0.2% |
| 3M | +80.4% | +64.1% | +16.3% | +70.3% |
| 6M | +138.5% | +17.2% | +121.4% | +128.5% |
| YTD | +265.5% | +31.6% | +233.9% | +239.6% |
| All | +210.2% | +45.3% | +164.8% | +181.1% |
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