+53.4%
FDX vs ABCL
-81.3%
+134.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.4% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | +3.8% | +93.1% | -89.3% | -3.2% |
| 3M | -1.3% | +79.4% | -80.7% | -7.8% |
| 6M | +5.0% | +214.9% | -209.9% | -7.6% |
| YTD | +39.6% | +234.2% | -194.6% | +21.4% |
| 1Y | +81.1% | +174.8% | -93.6% | +59.2% |
| 3Y | +63.0% | +104.5% | -41.4% | +40.9% |
| 5Y | +65.6% | -39.0% | +104.6% | +50.4% |
| All | +53.4% | -81.3% | +134.7% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling