-6.4%
FANG vs ABCL
+133.5%
-140.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.5% |
| 7D | +4.0% | -3.3% | +7.3% | +4.0% |
| 30D | -5.8% | -7.1% | +1.4% | -5.8% |
| 3M | -6.7% | +4.7% | -11.4% | -6.8% |
| 6M | -6.4% | +140.9% | -147.3% | -3.7% |
| All | -6.4% | +133.5% | -140.0% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling