+200.1%
FLR vs ABCL
-79.5%
+279.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.1% | +7.7% |
| 7D | +8.5% | +12.4% | -3.9% | +7.2% |
| 30D | -0.7% | -0.4% | -0.3% | -0.8% |
| 3M | -11.7% | +80.4% | -92.1% | -18.2% |
| 6M | +16.2% | +138.5% | -122.3% | +3.0% |
| YTD | +27.0% | +265.5% | -238.5% | +5.8% |
| 1Y | +10.1% | +219.7% | -209.6% | -6.9% |
| 3Y | +46.2% | +209.4% | -163.2% | +18.4% |
| 5Y | +121.4% | -15.0% | +136.4% | +93.0% |
| All | +200.1% | -79.5% | +279.6% | +185.6% |
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