+30.7%
FLR vs ABCL
+156.0%
-125.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.7% | -3.4% | +2.5% |
| 7D | -0.8% | -3.2% | +2.4% | -0.5% |
| 30D | -9.1% | -7.4% | -1.7% | -8.4% |
| 3M | -4.7% | +81.9% | -86.6% | -13.0% |
| 6M | -14.2% | +135.7% | -150.0% | -26.2% |
| YTD | +17.3% | +247.4% | -230.1% | -6.6% |
| 1Y | +4.3% | +162.3% | -158.0% | -13.5% |
| 3Y | +30.7% | +165.5% | -134.7% | -2.3% |
| All | +30.7% | +156.0% | -125.3% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling