-0.8%
FDS vs ABCL
-80.5%
+79.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.7% | -10.4% | -3.9% |
| 7D | -0.5% | -3.2% | +2.7% | -0.5% |
| 30D | +20.2% | -7.4% | +27.6% | +20.3% |
| 3M | +19.9% | +81.9% | -62.1% | +16.0% |
| 6M | +56.2% | +135.7% | -79.6% | +48.6% |
| YTD | +14.6% | +247.4% | -232.8% | +6.6% |
| 1Y | +31.6% | +162.3% | -130.7% | +23.8% |
| 3Y | -23.8% | +165.5% | -189.3% | -30.0% |
| 5Y | -22.6% | -21.3% | -1.3% | -27.0% |
| All | -0.8% | -80.5% | +79.7% | -3.9% |
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