-84.0%
FIG vs ABCL
+145.2%
-229.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -9.4% | -7.3% | -15.2% |
| 7D | -17.4% | -14.9% | -2.5% | -15.3% |
| 30D | -15.9% | -15.4% | -0.6% | -13.9% |
| 3M | -34.5% | +88.0% | -122.5% | -41.8% |
| 6M | -5.0% | +138.8% | -143.9% | -19.5% |
| YTD | -50.7% | +225.4% | -276.1% | -61.3% |
| 1Y | -58.1% | +137.3% | -195.4% | -65.2% |
| All | -84.0% | +145.2% | -229.2% | -85.5% |
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 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