+409.6%
FN vs ABCL
-79.6%
+489.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.4% | -4.7% |
| 7D | -4.1% | +2.3% | -6.4% | -4.2% |
| 30D | -28.3% | -0.7% | -27.7% | -28.0% |
| 3M | -33.9% | +33.4% | -67.3% | -36.3% |
| 6M | -43.9% | +137.8% | -181.7% | -51.1% |
| YTD | -23.4% | +264.3% | -287.8% | -37.8% |
| 1Y | -25.4% | +209.2% | -234.6% | -38.0% |
| 3Y | +107.9% | +208.4% | -100.5% | +64.1% |
| 5Y | +195.1% | -11.9% | +207.0% | +146.0% |
| All | +409.6% | -79.6% | +489.2% | +337.4% |
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