+32.5%
A vs ABCL
-81.3%
+113.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | +6.9% | +93.1% | -86.2% | -2.5% |
| 3M | +9.2% | +79.4% | -70.2% | -0.3% |
| 6M | +25.7% | +214.9% | -189.2% | +5.8% |
| YTD | +11.5% | +234.2% | -222.7% | -7.6% |
| 1Y | +18.4% | +174.8% | -156.4% | -0.1% |
| 3Y | +26.6% | +104.5% | -77.9% | +5.3% |
| 5Y | -12.8% | -39.0% | +26.2% | -22.0% |
| All | +32.5% | -81.3% | +113.8% | +24.3% |
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