-57.4%
FIG vs ABCL
+201.0%
-258.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.4% |
| 7D | -14.3% | -2.7% | -11.6% | -13.8% |
| 30D | -13.6% | -5.4% | -8.2% | -13.0% |
| 3M | -23.7% | +22.4% | -46.2% | -26.7% |
| 6M | -5.4% | +127.6% | -133.0% | -16.7% |
| YTD | -49.2% | +249.4% | -298.7% | -60.9% |
| 1Y | -57.4% | +198.0% | -255.4% | -63.6% |
| All | -57.4% | +201.0% | -258.4% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling