+234.9%
FLR vs ABCL
-81.3%
+316.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | +5.4% | +0.7% | +4.7% | +5.3% |
| 30D | +11.4% | +93.1% | -81.7% | +2.6% |
| 3M | +11.4% | +79.4% | -68.0% | +2.8% |
| 6M | +16.6% | +214.9% | -198.2% | -0.2% |
| YTD | +41.7% | +234.2% | -192.5% | +19.5% |
| 1Y | +35.4% | +174.8% | -139.3% | +16.2% |
| 3Y | +57.3% | +104.5% | -47.2% | +32.3% |
| 5Y | +241.0% | -39.0% | +280.0% | +201.2% |
| All | +234.9% | -81.3% | +316.1% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling