-14.8%
AA vs ABCL
-21.8%
+7.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.7% | -3.8% | +1.4% |
| 7D | +0.9% | -3.2% | +4.1% | +1.3% |
| 30D | -6.7% | -7.4% | +0.7% | -5.7% |
| 3M | -16.3% | +81.9% | -98.3% | -28.9% |
| 6M | -37.1% | +135.7% | -172.8% | -50.9% |
| YTD | -25.0% | +247.4% | -272.4% | -47.7% |
| 1Y | +8.6% | +162.3% | -153.7% | -19.4% |
| 3Y | +57.2% | +165.5% | -108.2% | +7.5% |
| All | -14.8% | -21.8% | +7.0% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling