+57.9%
FHN vs ABCL
-21.8%
+79.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.1% | -0.9% |
| 7D | -1.0% | -3.2% | +2.2% | -0.9% |
| 30D | +0.2% | -7.4% | +7.6% | +0.5% |
| 3M | -9.0% | +81.9% | -90.9% | -14.8% |
| 6M | -6.8% | +135.7% | -142.5% | -15.9% |
| YTD | -1.5% | +247.4% | -248.9% | -15.4% |
| 1Y | +10.9% | +162.3% | -151.3% | -2.1% |
| 3Y | +119.4% | +165.5% | -46.1% | +82.4% |
| All | +57.9% | -21.8% | +79.7% | +32.6% |
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 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