+79.0%
FDX vs ABCL
-30.0%
+109.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.4% | +5.5% | -2.8% |
| 7D | +2.9% | -14.9% | +17.8% | +4.5% |
| 30D | +9.6% | -15.4% | +25.0% | +11.1% |
| 3M | +2.4% | +88.0% | -85.6% | -6.2% |
| 6M | +9.2% | +138.8% | -129.6% | -3.8% |
| YTD | +37.7% | +225.4% | -187.7% | +15.7% |
| 1Y | +56.1% | +137.3% | -81.2% | +35.8% |
| 3Y | +68.9% | +136.8% | -67.9% | +38.5% |
| 5Y | +79.0% | -26.2% | +105.2% | +58.4% |
| All | +79.0% | -30.0% | +109.0% | +58.4% |
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