+66.2%
A vs ABCL
+156.0%
-89.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.7% | -5.0% | +0.9% |
| 7D | -0.1% | -3.2% | +3.1% | +0.2% |
| 30D | +3.4% | -7.4% | +10.8% | +4.1% |
| 3M | +23.8% | +81.9% | -58.1% | +14.0% |
| 6M | +49.0% | +135.7% | -86.7% | +30.7% |
| YTD | +29.4% | +247.4% | -218.0% | +6.8% |
| 1Y | +19.4% | +162.3% | -142.9% | +1.9% |
| 3Y | +66.2% | +165.5% | -99.3% | +35.8% |
| All | +66.2% | +156.0% | -89.8% | +35.8% |
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