-83.7%
FIG vs ABCL
+161.7%
-245.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.7% | -4.7% | +1.0% |
| 7D | -13.1% | -3.2% | -9.9% | -12.7% |
| 30D | -13.0% | -7.4% | -5.6% | -12.2% |
| 3M | -21.5% | +81.9% | -103.5% | -29.7% |
| 6M | -2.5% | +135.7% | -138.2% | -16.7% |
| YTD | -49.7% | +247.4% | -297.0% | -60.9% |
| 1Y | -59.1% | +162.3% | -221.3% | -66.5% |
| All | -83.7% | +161.7% | -245.4% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling