+70.7%
AA vs ABCL
+104.5%
-33.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | +5.0% | +93.1% | -88.1% | -11.0% |
| 3M | -35.8% | +79.4% | -115.3% | -45.3% |
| 6M | -18.4% | +214.9% | -233.3% | -40.4% |
| YTD | -5.5% | +234.2% | -239.7% | -32.9% |
| 1Y | +61.0% | +174.8% | -113.8% | +18.9% |
| All | +70.7% | +104.5% | -33.8% | +28.7% |
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