-1.4%
FDS vs ABCL
-79.6%
+78.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.0% | +2.3% | -4.3% | -2.1% |
| 30D | +13.5% | -0.7% | +14.2% | +13.4% |
| 3M | +15.2% | +33.4% | -18.2% | +13.3% |
| 6M | +47.0% | +137.8% | -90.7% | +40.0% |
| YTD | +13.9% | +264.3% | -250.4% | +5.8% |
| 1Y | +25.2% | +209.2% | -184.0% | +17.0% |
| 3Y | -25.3% | +208.4% | -233.8% | -31.9% |
| 5Y | -23.3% | -11.9% | -11.4% | -27.7% |
| All | -1.4% | -79.6% | +78.2% | -4.6% |
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