+495.7%
FN vs ABCL
-81.3%
+577.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -22.0% | +93.1% | -115.1% | -29.1% |
| 3M | -43.0% | +79.4% | -122.4% | -48.0% |
| 6M | -27.7% | +214.9% | -242.6% | -39.5% |
| YTD | -10.5% | +234.2% | -244.7% | -26.5% |
| 1Y | +12.5% | +174.8% | -162.3% | -5.7% |
| 3Y | +153.8% | +104.5% | +49.3% | +107.2% |
| 5Y | +288.0% | -39.0% | +327.0% | +227.7% |
| All | +495.7% | -81.3% | +577.0% | +416.7% |
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