+762.4%
FTI vs ABCL
-21.8%
+784.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.7% | -3.6% | +2.5% |
| 7D | -7.6% | -3.2% | -4.5% | -7.4% |
| 30D | -7.1% | -7.4% | +0.3% | -6.7% |
| 3M | -8.7% | +81.9% | -90.6% | -14.2% |
| 6M | -14.0% | +135.7% | -149.7% | -21.8% |
| YTD | +42.8% | +247.4% | -204.5% | +23.8% |
| 1Y | +50.4% | +162.3% | -111.9% | +33.6% |
| 3Y | +194.1% | +165.5% | +28.6% | +146.3% |
| All | +762.4% | -21.8% | +784.2% | +716.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling