-35.5%
FIS vs ABCL
+120.4%
-155.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.4% | +8.1% | -1.8% |
| 7D | -21.2% | -14.9% | -6.3% | -21.7% |
| 30D | -12.1% | -15.4% | +3.3% | -12.5% |
| 3M | -30.6% | +88.0% | -118.6% | -30.0% |
| 6M | -35.5% | +138.8% | -174.3% | -34.8% |
| All | -35.5% | +120.4% | -155.9% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling