-79.1%
FIG vs ABCL
+151.8%
-230.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.2% |
| 7D | -16.3% | +0.7% | -17.0% | -16.4% |
| 30D | -14.3% | +93.1% | -107.4% | -23.6% |
| 3M | +7.2% | +79.4% | -72.3% | -4.0% |
| 6M | -18.6% | +214.9% | -233.5% | -34.5% |
| YTD | -35.5% | +234.2% | -269.7% | -49.3% |
| 1Y | -55.8% | +174.8% | -230.6% | -59.5% |
| All | -79.1% | +151.8% | -230.9% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling