+65.5%
FDX vs ABCL
+156.0%
-90.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.7% | -9.5% | -3.3% |
| 7D | -1.6% | -3.2% | +1.5% | -1.5% |
| 30D | +6.6% | -7.4% | +14.0% | +7.0% |
| 3M | -2.1% | +81.9% | -84.0% | -8.7% |
| 6M | +2.2% | +135.7% | -133.6% | -8.1% |
| YTD | +33.9% | +247.4% | -213.4% | +14.8% |
| 1Y | +50.2% | +162.3% | -112.0% | +32.1% |
| 3Y | +65.5% | +165.5% | -99.9% | +36.6% |
| All | +65.5% | +156.0% | -90.5% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling