+414.9%
FANG vs ABCL
-82.9%
+497.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.3% | +6.7% | +1.6% |
| 7D | +1.2% | -9.6% | +10.8% | +1.7% |
| 30D | +2.4% | +7.2% | -4.8% | +1.9% |
| 3M | +5.1% | +105.5% | -100.4% | +0.8% |
| 6M | +16.4% | +193.0% | -176.6% | +8.9% |
| YTD | +39.0% | +205.8% | -166.9% | +29.0% |
| 1Y | +50.6% | +144.4% | -93.8% | +41.2% |
| 3Y | +46.9% | +93.3% | -46.4% | +34.9% |
| 5Y | +238.2% | -44.9% | +283.2% | +216.6% |
| All | +414.9% | -82.9% | +497.8% | +435.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling