+143.3%
FN vs ABCL
-30.0%
+173.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -9.4% | -4.9% | -12.7% |
| 7D | -16.0% | -14.9% | -1.1% | -13.5% |
| 30D | -40.1% | -15.4% | -24.7% | -38.2% |
| 3M | -43.9% | +88.0% | -131.9% | -50.1% |
| 6M | -55.6% | +138.8% | -194.5% | -62.9% |
| YTD | -35.7% | +225.4% | -261.1% | -49.9% |
| 1Y | -39.8% | +137.3% | -177.1% | -50.5% |
| 3Y | +80.3% | +136.8% | -56.5% | +36.9% |
| 5Y | +143.3% | -26.2% | +169.5% | +97.2% |
| All | +143.3% | -30.0% | +173.3% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling