-83.2%
FIG vs ABCL
+153.1%
-236.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.0% |
| 7D | +3.4% | -3.3% | +6.7% | +3.9% |
| 30D | -9.5% | -7.1% | -2.3% | -8.6% |
| 3M | -26.2% | +4.7% | -30.9% | -27.5% |
| 6M | +2.7% | +140.9% | -138.2% | -12.7% |
| YTD | -48.0% | +236.0% | -283.9% | -59.4% |
| 1Y | -52.0% | +217.4% | -269.4% | -62.2% |
| All | -83.2% | +153.1% | -236.2% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling