-22.6%
FPS vs ABCL
+285.0%
-307.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.8% | -18.1% | -17.6% |
| 7D | -23.3% | -10.0% | -13.4% | -20.7% |
| 30D | -42.4% | -10.9% | -31.5% | -40.3% |
| 3M | -43.0% | +101.6% | -144.7% | -55.9% |
| 6M | -44.5% | +167.5% | -212.0% | -64.8% |
| All | -22.6% | +285.0% | -307.6% | -65.1% |
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 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