-22.7%
FDS vs ABCL
-21.8%
-1.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.7% | -10.4% | -4.0% |
| 7D | -0.5% | -3.2% | +2.7% | -0.5% |
| 30D | +20.2% | -7.4% | +27.6% | +20.4% |
| 3M | +19.9% | +81.9% | -62.1% | +14.2% |
| 6M | +56.2% | +135.7% | -79.6% | +45.0% |
| YTD | +14.6% | +247.4% | -232.8% | +2.7% |
| 1Y | +31.6% | +162.3% | -130.7% | +20.1% |
| 3Y | -23.8% | +165.5% | -189.3% | -33.0% |
| All | -22.7% | -21.8% | -1.0% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling