-40.4%
FND vs ABCL
+185.8%
-226.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -6.8% | -3.3% | -3.5% | -6.3% |
| 30D | +8.0% | -7.1% | +15.1% | +8.6% |
| 3M | -18.9% | +4.7% | -23.7% | -20.7% |
| 6M | +4.7% | +140.9% | -136.2% | -15.0% |
| YTD | -21.6% | +236.0% | -257.5% | -41.3% |
| 1Y | -22.0% | +217.4% | -239.4% | -41.1% |
| 3Y | -40.4% | +188.7% | -229.1% | -58.9% |
| All | -40.4% | +185.8% | -226.3% | -58.9% |
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