+821.2%
FTI vs ABCL
-81.0%
+902.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.5% |
| 7D | +5.4% | +4.4% | +1.0% | +5.1% |
| 30D | -8.2% | -7.9% | -0.4% | -7.8% |
| 3M | -13.7% | +12.2% | -25.9% | -14.8% |
| 6M | -11.2% | +134.7% | -145.9% | -17.7% |
| YTD | +46.0% | +239.8% | -193.8% | +30.6% |
| 1Y | +51.8% | +192.7% | -140.9% | +37.1% |
| 3Y | +206.7% | +187.6% | +19.1% | +165.7% |
| 5Y | +862.0% | -22.6% | +884.7% | +780.3% |
| All | +821.2% | -81.0% | +902.2% | +785.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling