-77.9%
FIS vs ABCL
-79.6%
+1.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -27.4% | +2.3% | -29.7% | -27.5% |
| 30D | -16.8% | -0.7% | -16.2% | -17.0% |
| 3M | -32.6% | +33.4% | -66.0% | -34.1% |
| 6M | -33.4% | +137.8% | -171.2% | -37.5% |
| YTD | -56.0% | +264.3% | -320.4% | -60.1% |
| 1Y | -55.1% | +209.2% | -264.3% | -58.9% |
| 3Y | -41.4% | +208.4% | -249.8% | -48.1% |
| 5Y | -72.7% | -11.9% | -60.8% | -75.3% |
| All | -77.9% | -79.6% | +1.7% | -80.0% |
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 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