+53.0%
FDX vs ABCL
+198.4%
-145.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +5.2% | -3.3% | +8.5% | +5.4% |
| 30D | +11.3% | -7.1% | +18.4% | +11.6% |
| 3M | -4.1% | +4.7% | -8.8% | -5.1% |
| 6M | +9.6% | +140.9% | -131.2% | -0.6% |
| YTD | +40.9% | +236.0% | -195.1% | +21.1% |
| 1Y | +53.0% | +217.4% | -164.4% | +32.6% |
| All | +53.0% | +198.4% | -145.4% | +32.6% |
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