-16.7%
FDS vs ABCL
-41.3%
+24.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | -1.9% | +0.7% | -2.6% | -1.9% |
| 30D | +9.0% | +93.1% | -84.1% | +4.2% |
| 3M | +18.9% | +79.4% | -60.6% | +13.7% |
| 6M | +35.1% | +214.9% | -179.7% | +23.8% |
| YTD | +5.5% | +234.2% | -228.7% | -4.0% |
| 1Y | -16.8% | +174.8% | -191.6% | -23.9% |
| 3Y | -28.1% | +104.5% | -132.5% | -34.4% |
| All | -16.7% | -41.3% | +24.6% | -20.8% |
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