-58.1%
FIG vs ABCL
+213.9%
-272.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | -11.4% | +2.3% | -13.7% | -11.5% |
| 30D | -17.2% | -0.7% | -16.5% | -17.2% |
| 3M | -26.6% | +33.4% | -60.0% | -30.4% |
| 6M | -9.8% | +137.8% | -147.6% | -21.1% |
| YTD | -50.1% | +264.3% | -314.5% | -61.8% |
| All | -58.1% | +213.9% | -272.0% | -64.5% |
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