+123.2%
FHN vs ABCL
-79.5%
+202.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | +1.8% |
| 7D | -0.5% | +12.4% | -12.9% | -1.3% |
| 30D | +1.9% | -0.4% | +2.3% | +1.7% |
| 3M | -6.9% | +80.4% | -87.3% | -11.7% |
| 6M | -3.1% | +138.5% | -141.6% | -10.9% |
| YTD | +0.6% | +265.5% | -264.9% | -11.3% |
| 1Y | +12.4% | +219.7% | -207.3% | +0.1% |
| 3Y | +133.7% | +209.4% | -75.7% | +100.3% |
| 5Y | +61.4% | -15.0% | +76.4% | +42.3% |
| All | +123.2% | -79.5% | +202.7% | +105.2% |
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