+67.7%
A vs ABCL
+206.1%
-138.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +1.4% | +2.3% | -0.9% | +1.0% |
| 30D | +4.3% | -0.7% | +5.0% | +4.1% |
| 3M | +19.8% | +33.4% | -13.6% | +15.0% |
| 6M | +54.4% | +137.8% | -83.4% | +35.4% |
| YTD | +31.7% | +264.3% | -232.6% | +8.1% |
| 1Y | +22.4% | +209.2% | -186.7% | +2.5% |
| 3Y | +67.7% | +208.4% | -140.7% | +38.7% |
| All | +67.7% | +206.1% | -138.5% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling