+106.0%
FANG vs ABCL
-26.2%
+132.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +4.0% | -3.3% | +7.3% | +4.2% |
| 30D | -5.8% | -7.1% | +1.4% | -5.5% |
| 3M | -6.7% | +4.7% | -11.4% | -7.5% |
| 6M | -6.4% | +140.9% | -147.3% | -12.9% |
| YTD | +25.9% | +236.0% | -210.0% | +13.0% |
| 1Y | +31.1% | +217.4% | -186.3% | +18.1% |
| 3Y | +31.3% | +188.7% | -157.3% | +13.4% |
| All | +106.0% | -26.2% | +132.2% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling