+36.5%
FLR vs ABCL
+185.8%
-149.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +5.4% | -3.3% | +8.7% | +5.9% |
| 30D | +2.8% | -7.1% | +9.9% | +3.7% |
| 3M | -6.4% | +4.7% | -11.1% | -7.5% |
| 6M | +8.8% | +140.9% | -132.1% | -6.4% |
| YTD | +23.6% | +236.0% | -212.4% | -1.2% |
| 1Y | +13.8% | +217.4% | -203.6% | -8.2% |
| 3Y | +36.5% | +188.7% | -152.2% | +0.5% |
| All | +36.5% | +185.8% | -149.3% | +0.5% |
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