+20.2%
FTV vs ABCL
+186.8%
-166.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -4.6% | +0.7% | -5.3% | -4.6% |
| 30D | -7.2% | +93.1% | -100.2% | -8.6% |
| 3M | -7.3% | +79.4% | -86.7% | -8.8% |
| 6M | -1.6% | +214.9% | -216.5% | -6.5% |
| YTD | +3.3% | +234.2% | -230.9% | -2.6% |
| 1Y | +20.2% | +174.8% | -154.6% | +11.9% |
| All | +20.2% | +186.8% | -166.6% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling