-34.2%
FND vs ABCL
+156.0%
-190.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.2% | -1.4% |
| 7D | +7.7% | -3.2% | +10.9% | +7.9% |
| 30D | +11.9% | -7.4% | +19.3% | +12.5% |
| 3M | -14.6% | +81.9% | -96.5% | -25.0% |
| 6M | +0.5% | +135.7% | -135.3% | -18.0% |
| YTD | -15.8% | +247.4% | -263.2% | -37.2% |
| 1Y | -12.9% | +162.3% | -175.2% | -31.8% |
| 3Y | -34.2% | +165.5% | -199.6% | -52.1% |
| All | -34.2% | +156.0% | -190.2% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling