+138.8%
ABCL vs FGI
+1.9%
+136.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.3% | -9.4% |
| 7D | -14.9% | -11.6% | -3.3% | -14.2% |
| 30D | -15.4% | -3.3% | -12.1% | -15.2% |
| 3M | +88.0% | +65.6% | +22.4% | +75.0% |
| 6M | +138.8% | -2.8% | +141.6% | +163.5% |
| All | +138.8% | +1.9% | +136.9% | +163.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling