+195.3%
FLR vs ABCL
-81.0%
+276.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.9% |
| 7D | +10.1% | +4.4% | +5.7% | +9.6% |
| 30D | -0.5% | -7.9% | +7.4% | +0.3% |
| 3M | -4.8% | +12.2% | -17.0% | -6.5% |
| 6M | +10.7% | +134.7% | -124.0% | -1.7% |
| YTD | +25.0% | +239.8% | -214.8% | +4.9% |
| 1Y | +8.3% | +192.7% | -184.4% | -7.6% |
| 3Y | +36.8% | +187.6% | -150.8% | +11.7% |
| 5Y | +121.8% | -22.6% | +144.4% | +94.9% |
| All | +195.3% | -81.0% | +276.2% | +183.3% |
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