+67.6%
AA vs ABCL
+206.1%
-138.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +1.2% | +2.3% | -1.1% | +0.8% |
| 30D | -5.0% | -0.7% | -4.3% | -5.3% |
| 3M | -22.2% | +33.4% | -55.6% | -28.0% |
| 6M | -36.3% | +137.8% | -174.1% | -49.9% |
| YTD | -24.2% | +264.3% | -288.5% | -47.4% |
| 1Y | +3.9% | +209.2% | -205.3% | -25.0% |
| 3Y | +67.6% | +208.4% | -140.8% | +9.6% |
| All | +67.6% | +206.1% | -138.6% | +9.6% |
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