-1.2%
FDS vs ABCL
-79.5%
+78.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.5% |
| 7D | -5.0% | +12.4% | -17.4% | -5.4% |
| 30D | +13.8% | -0.4% | +14.1% | +13.6% |
| 3M | +14.8% | +80.4% | -65.5% | +11.3% |
| 6M | +47.4% | +138.5% | -91.2% | +40.3% |
| YTD | +14.2% | +265.5% | -251.3% | +6.0% |
| 1Y | +26.6% | +219.7% | -193.0% | +18.2% |
| 3Y | -24.4% | +209.4% | -233.8% | -31.1% |
| 5Y | -22.6% | -15.0% | -7.6% | -27.2% |
| All | -1.2% | -79.5% | +78.3% | -4.4% |
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