-77.0%
FIS vs ABCL
-81.2%
+4.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.2% |
| 7D | +2.8% | -3.3% | +6.1% | +2.9% |
| 30D | -16.7% | -7.1% | -9.6% | -16.6% |
| 3M | -32.3% | +4.7% | -37.0% | -32.9% |
| 6M | -29.1% | +140.9% | -169.9% | -33.6% |
| YTD | -54.1% | +236.0% | -290.1% | -58.3% |
| 1Y | -53.7% | +217.4% | -271.1% | -57.8% |
| 3Y | -38.8% | +188.7% | -227.5% | -45.7% |
| 5Y | -71.1% | -23.5% | -47.6% | -73.8% |
| All | -77.0% | -81.2% | +4.2% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling