-59.9%
FND vs ABCL
-41.3%
-18.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | -5.2% | +0.7% | -5.9% | -5.4% |
| 30D | -19.9% | +93.1% | -112.9% | -33.2% |
| 3M | +2.7% | +79.4% | -76.7% | -14.0% |
| 6M | -21.7% | +214.9% | -236.6% | -43.9% |
| YTD | -17.5% | +234.2% | -251.7% | -42.7% |
| 1Y | -39.3% | +174.8% | -214.1% | -56.8% |
| 3Y | -49.8% | +104.5% | -154.2% | -64.3% |
| All | -59.9% | -41.3% | -18.7% | -63.2% |
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