+4.9%
AA vs ABCL
+198.4%
-193.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.6% |
| 7D | +0.5% | -3.3% | +3.8% | +1.1% |
| 30D | -0.6% | -7.1% | +6.5% | +0.2% |
| 3M | -19.7% | +4.7% | -24.4% | -21.1% |
| 6M | -41.6% | +140.9% | -182.5% | -51.8% |
| YTD | -24.6% | +236.0% | -260.6% | -43.5% |
| 1Y | +4.9% | +217.4% | -212.5% | -19.9% |
| All | +4.9% | +198.4% | -193.6% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling