-83.2%
FIG vs ABCL
+175.3%
-258.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +2.3% |
| 7D | -12.6% | +12.4% | -25.0% | -14.0% |
| 30D | -13.8% | -0.4% | -13.4% | -13.9% |
| 3M | -16.7% | +80.4% | -97.1% | -25.4% |
| 6M | -6.1% | +138.5% | -144.6% | -19.7% |
| YTD | -48.1% | +265.5% | -313.6% | -60.0% |
| 1Y | -56.2% | +219.7% | -275.9% | -65.3% |
| All | -83.2% | +175.3% | -258.5% | -85.0% |
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