+1,133.2%
FTI vs ABCL
-41.3%
+1,174.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.4% |
| 3M | +15.8% | +79.4% | -63.7% | +8.8% |
| 6M | +22.6% | +214.9% | -192.3% | +8.8% |
| YTD | +79.5% | +234.2% | -154.7% | +57.3% |
| 1Y | +102.0% | +174.8% | -72.7% | +78.8% |
| 3Y | +315.8% | +104.5% | +211.3% | +260.4% |
| All | +1,133.2% | -41.3% | +1,174.5% | +1,046.1% |
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