+400.5%
FANG vs ABCL
-81.2%
+481.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.7% | +1.4% | -3.1% | -1.8% |
| 30D | +6.8% | +65.1% | -58.3% | +3.8% |
| 3M | +1.3% | +111.1% | -109.8% | -3.0% |
| 6M | +11.8% | +231.6% | -219.8% | +4.0% |
| YTD | +35.1% | +234.5% | -199.4% | +24.9% |
| 1Y | +48.9% | +174.3% | -125.4% | +38.8% |
| 3Y | +42.8% | +111.5% | -68.6% | +30.6% |
| 5Y | +230.3% | -37.3% | +267.6% | +207.8% |
| All | +400.5% | -81.2% | +481.8% | +418.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling