+48.2%
FANG vs ABCL
+103.9%
-55.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.6% |
| 7D | -0.4% | -2.7% | +2.3% | -0.3% |
| 30D | +2.4% | +18.3% | -15.9% | +1.5% |
| 3M | +4.9% | +108.5% | -103.6% | +1.0% |
| 6M | +12.0% | +213.9% | -201.9% | +4.9% |
| YTD | +37.1% | +223.1% | -186.0% | +27.3% |
| 1Y | +52.3% | +160.6% | -108.4% | +43.0% |
| All | +48.2% | +103.9% | -55.6% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling