+303.6%
FTI vs ABCL
+104.5%
+199.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | +15.3% | +93.1% | -77.7% | +9.5% |
| 3M | +15.8% | +79.4% | -63.7% | +9.9% |
| 6M | +22.6% | +214.9% | -192.3% | +10.8% |
| YTD | +79.5% | +234.2% | -154.7% | +60.5% |
| 1Y | +102.0% | +174.8% | -72.7% | +82.1% |
| All | +303.6% | +104.5% | +199.2% | +226.1% |
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