-44.9%
FND vs ABCL
+145.5%
-190.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -0.9% |
| 7D | -5.1% | -9.6% | +4.5% | -4.0% |
| 30D | -22.5% | +7.2% | -29.7% | -23.4% |
| 3M | -5.0% | +105.5% | -110.5% | -16.6% |
| 6M | -21.5% | +193.0% | -214.5% | -36.2% |
| YTD | -23.0% | +205.8% | -228.9% | -38.2% |
| 1Y | -44.9% | +144.4% | -189.3% | -55.8% |
| All | -44.9% | +145.5% | -190.4% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling