+25.2%
FDS vs ABCL
+198.8%
-173.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.0% | +2.3% | -4.3% | -1.9% |
| 30D | +13.5% | -0.7% | +14.2% | +13.6% |
| 3M | +15.2% | +33.4% | -18.2% | +14.1% |
| 6M | +47.0% | +137.8% | -90.7% | +42.2% |
| YTD | +13.9% | +264.3% | -250.4% | +7.8% |
| 1Y | +25.2% | +209.2% | -184.0% | +16.7% |
| All | +25.2% | +198.8% | -173.6% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling