-25.9%
FPS vs ABCL
+290.6%
-316.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.6% | -4.8% |
| 7D | -20.9% | +2.3% | -23.2% | -21.0% |
| 30D | -46.3% | -0.7% | -45.7% | -45.6% |
| 3M | -42.9% | +33.4% | -76.3% | -47.6% |
| 6M | -46.8% | +137.8% | -184.6% | -63.4% |
| All | -25.9% | +290.6% | -316.5% | -66.6% |
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