+33.0%
ABCL vs FGI
-70.3%
+103.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.3% | -9.4% |
| 7D | -14.9% | -11.6% | -3.3% | -14.3% |
| 30D | -15.4% | -3.3% | -12.1% | -15.3% |
| 3M | +88.0% | +65.6% | +22.4% | +76.3% |
| 6M | +138.8% | -2.8% | +141.6% | +129.7% |
| YTD | +225.4% | +30.1% | +195.3% | +198.3% |
| 1Y | +137.3% | +50.2% | +87.2% | +113.6% |
| 3Y | +136.8% | -0.4% | +137.2% | +100.8% |
| All | +33.0% | -70.3% | +103.3% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling