-55.1%
FIS vs ABCL
+198.8%
-253.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -27.4% | +2.3% | -29.7% | -27.3% |
| 30D | -16.8% | -0.7% | -16.2% | -16.7% |
| 3M | -32.6% | +33.4% | -66.0% | -33.1% |
| 6M | -33.4% | +137.8% | -171.2% | -35.5% |
| YTD | -56.0% | +264.3% | -320.4% | -59.1% |
| 1Y | -55.1% | +209.2% | -264.3% | -58.1% |
| All | -55.1% | +198.8% | -253.9% | -58.1% |
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 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