+194.1%
FTI vs ABCL
+156.0%
+38.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.7% | -3.6% | +2.6% |
| 7D | -7.6% | -3.2% | -4.5% | -7.5% |
| 30D | -7.1% | -7.4% | +0.3% | -6.8% |
| 3M | -8.7% | +81.9% | -90.6% | -13.2% |
| 6M | -14.0% | +135.7% | -149.7% | -20.2% |
| YTD | +42.8% | +247.4% | -204.5% | +27.3% |
| 1Y | +50.4% | +162.3% | -111.9% | +36.8% |
| 3Y | +194.1% | +165.5% | +28.6% | +148.1% |
| All | +194.1% | +156.0% | +38.1% | +148.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling