+5.3%
FE vs ABCL
+152.2%
-146.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.2% | -1.2% |
| 7D | -1.0% | -3.2% | +2.2% | -1.0% |
| 30D | +4.1% | -7.4% | +11.6% | +4.1% |
| 3M | -1.0% | +81.9% | -82.9% | +0.8% |
| 6M | +4.0% | +135.7% | -131.7% | +6.8% |
| YTD | +6.8% | +247.4% | -240.5% | +9.9% |
| 1Y | +5.3% | +162.3% | -157.0% | +9.3% |
| All | +5.3% | +152.2% | -146.9% | +9.3% |
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