+8.1%
FPS vs ABCL
+258.3%
-250.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.8% |
| 7D | +3.1% | +0.7% | +2.4% | +2.9% |
| 30D | -18.6% | +93.1% | -111.6% | -36.4% |
| 3M | -51.5% | +79.4% | -130.9% | -62.2% |
| 6M | -8.5% | +214.9% | -223.4% | -49.3% |
| All | +8.1% | +258.3% | -250.2% | -50.2% |
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 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