-63.3%
FND vs ABCL
-26.2%
-37.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -6.8% | -3.3% | -3.5% | -6.2% |
| 30D | +8.0% | -7.1% | +15.1% | +8.8% |
| 3M | -18.9% | +4.7% | -23.7% | -21.4% |
| 6M | +4.7% | +140.9% | -136.2% | -20.5% |
| YTD | -21.6% | +236.0% | -257.5% | -46.4% |
| 1Y | -22.0% | +217.4% | -239.4% | -46.1% |
| 3Y | -40.4% | +188.7% | -229.1% | -62.5% |
| All | -63.3% | -26.2% | -37.1% | -67.8% |
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 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