+40.1%
FICO vs ABCL
-81.0%
+121.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.4% |
| 7D | +1.4% | +4.4% | -3.0% | +1.1% |
| 30D | -0.8% | -7.9% | +7.1% | -0.5% |
| 3M | -31.3% | +12.2% | -43.5% | -32.8% |
| 6M | -33.9% | +134.7% | -168.7% | -40.8% |
| YTD | -57.6% | +239.8% | -297.3% | -63.8% |
| 1Y | -59.7% | +192.7% | -252.3% | -65.1% |
| 3Y | -28.0% | +187.6% | -215.6% | -41.1% |
| 5Y | +91.0% | -22.6% | +113.6% | +73.8% |
| All | +40.1% | -81.0% | +121.1% | +29.1% |
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