+13.0%
FTV vs ABCL
-81.3%
+94.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -4.5% | +0.7% | -5.2% | -4.5% |
| 30D | -7.1% | +93.1% | -100.1% | -12.0% |
| 3M | -7.2% | +79.4% | -86.6% | -12.1% |
| 6M | -1.5% | +214.9% | -216.4% | -11.5% |
| YTD | +3.5% | +234.2% | -230.7% | -8.1% |
| 1Y | +20.3% | +174.8% | -154.4% | +8.0% |
| 3Y | -3.1% | +104.5% | -107.6% | -14.6% |
| 5Y | +2.3% | -39.0% | +41.4% | -7.4% |
| All | +13.0% | -81.3% | +94.2% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling