+52.6%
FDX vs ABCL
-79.6%
+132.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.5% | +2.3% | -1.8% | +0.2% |
| 30D | +9.5% | -0.7% | +10.2% | +9.3% |
| 3M | -1.3% | +33.4% | -34.7% | -4.7% |
| 6M | +5.5% | +137.8% | -132.3% | -4.8% |
| YTD | +38.9% | +264.3% | -225.5% | +19.2% |
| 1Y | +58.8% | +209.2% | -150.4% | +38.2% |
| 3Y | +71.1% | +208.4% | -137.3% | +42.1% |
| 5Y | +76.3% | -11.9% | +88.2% | +57.1% |
| All | +52.6% | -79.6% | +132.1% | +41.0% |
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