+54.8%
FDX vs ABCL
-81.2%
+135.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +5.2% | -3.3% | +8.5% | +5.5% |
| 30D | +11.3% | -7.1% | +18.4% | +11.7% |
| 3M | -4.1% | +4.7% | -8.8% | -5.3% |
| 6M | +9.6% | +140.9% | -131.2% | -1.3% |
| YTD | +40.9% | +236.0% | -195.1% | +21.8% |
| 1Y | +53.0% | +217.4% | -164.4% | +32.8% |
| 3Y | +74.1% | +188.7% | -114.6% | +45.4% |
| 5Y | +75.1% | -23.5% | +98.6% | +57.4% |
| All | +54.8% | -81.2% | +135.9% | +44.0% |
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