+18.0%
FTV vs ABCL
-26.2%
+44.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +3.9% | -3.3% | +7.2% | +4.2% |
| 30D | +18.7% | -7.1% | +25.8% | +19.1% |
| 3M | +10.0% | +4.7% | +5.3% | +8.7% |
| 6M | +14.6% | +140.9% | -126.3% | +2.4% |
| YTD | +23.4% | +236.0% | -212.5% | +5.0% |
| 1Y | +31.3% | +217.4% | -186.1% | +12.3% |
| 3Y | +39.8% | +188.7% | -148.9% | +13.5% |
| All | +18.0% | -26.2% | +44.2% | +3.7% |
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