-23.6%
FPS vs ABCL
+264.3%
-287.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.8% | -7.1% | -8.8% |
| 7D | +21.6% | +4.4% | +17.2% | +19.8% |
| 30D | -38.8% | -7.9% | -30.9% | -36.3% |
| 3M | -42.1% | +12.2% | -54.3% | -43.9% |
| 6M | -48.5% | +134.7% | -183.2% | -64.8% |
| All | -23.6% | +264.3% | -287.9% | -64.7% |
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