-62.2%
FIS vs ABCL
-41.3%
-21.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | -2.2% | +93.1% | -95.3% | -7.7% |
| 3M | +2.1% | +79.4% | -77.3% | -3.6% |
| 6M | -14.7% | +214.9% | -229.5% | -23.8% |
| YTD | -35.7% | +234.2% | -269.9% | -43.2% |
| 1Y | -37.1% | +174.8% | -211.8% | -44.0% |
| 3Y | -20.0% | +104.5% | -124.5% | -29.5% |
| All | -62.2% | -41.3% | -21.0% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling