-34.8%
FIGR vs ABCL
+199.8%
-234.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.2% | +2.7% | +6.8% |
| 7D | +12.5% | +12.4% | +0.1% | +10.1% |
| 30D | -14.1% | -0.4% | -13.7% | -14.1% |
| 3M | -14.3% | +80.4% | -94.7% | -24.1% |
| 6M | -34.8% | +138.5% | -173.4% | -47.1% |
| YTD | -40.0% | +265.5% | -305.5% | -63.8% |
| All | -34.8% | +199.8% | -234.5% | -55.2% |
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