+123.2%
FHN vs ABCL
-81.2%
+204.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +2.1% | -3.3% | +5.4% | +2.3% |
| 30D | +3.8% | -7.1% | +10.9% | +4.1% |
| 3M | -8.9% | +4.7% | -13.7% | -9.8% |
| 6M | +1.8% | +140.9% | -139.1% | -6.5% |
| YTD | +0.6% | +236.0% | -235.4% | -10.8% |
| 1Y | +12.9% | +217.4% | -204.5% | +0.6% |
| 3Y | +126.4% | +188.7% | -62.3% | +95.0% |
| 5Y | +62.3% | -23.5% | +85.8% | +44.0% |
| All | +123.2% | -81.2% | +204.4% | +106.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling