+1,009.1%
FTI vs ABCL
-81.2%
+1,090.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | +12.3% | +65.1% | -52.7% | +7.9% |
| 3M | +13.8% | +111.1% | -97.3% | +6.9% |
| 6M | +24.3% | +231.6% | -207.3% | +12.3% |
| YTD | +75.8% | +234.5% | -158.7% | +57.9% |
| 1Y | +99.6% | +174.3% | -74.7% | +80.9% |
| 3Y | +278.4% | +111.5% | +167.0% | +235.4% |
| 5Y | +1,168.7% | -37.3% | +1,206.0% | +1,065.5% |
| All | +1,009.1% | -81.2% | +1,090.4% | +970.2% |
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 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