+147.9%
FITB vs ABCL
-81.3%
+229.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | -4.7% | +93.1% | -97.8% | -11.4% |
| 3M | +6.7% | +79.4% | -72.8% | -0.7% |
| 6M | +12.6% | +214.9% | -202.3% | -1.8% |
| YTD | +19.1% | +234.2% | -215.1% | +2.4% |
| 1Y | +22.6% | +174.8% | -152.1% | +6.6% |
| 3Y | +127.1% | +104.5% | +22.6% | +94.8% |
| 5Y | +71.8% | -39.0% | +110.8% | +53.5% |
| All | +147.9% | -81.3% | +229.2% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling