-77.6%
FIS vs ABCL
-80.5%
+2.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.7% | -9.0% | -2.5% |
| 7D | -25.5% | -3.2% | -22.3% | -25.4% |
| 30D | -15.1% | -7.4% | -7.6% | -14.9% |
| 3M | -32.1% | +81.9% | -114.0% | -34.9% |
| 6M | -36.1% | +135.7% | -171.8% | -40.1% |
| YTD | -55.4% | +247.4% | -302.8% | -59.5% |
| 1Y | -53.9% | +162.3% | -216.1% | -57.4% |
| 3Y | -39.8% | +165.5% | -205.2% | -46.2% |
| 5Y | -71.1% | -21.3% | -49.8% | -73.8% |
| All | -77.6% | -80.5% | +2.9% | -79.7% |
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