+29.5%
FLR vs ABCL
+145.5%
-116.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -1.9% |
| 7D | -6.9% | -9.6% | +2.7% | -6.2% |
| 30D | +1.1% | +7.2% | -6.0% | +0.5% |
| 3M | +14.3% | +105.5% | -91.2% | +4.7% |
| 6M | +19.1% | +193.0% | -173.9% | +1.2% |
| YTD | +35.1% | +205.8% | -170.7% | +12.5% |
| 1Y | +29.5% | +144.4% | -114.9% | +14.8% |
| All | +29.5% | +145.5% | -116.1% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling