+130.2%
AA vs ABCL
-81.3%
+211.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | +5.0% | +93.1% | -88.1% | -8.6% |
| 3M | -35.8% | +79.4% | -115.3% | -43.9% |
| 6M | -18.4% | +214.9% | -233.3% | -36.9% |
| YTD | -5.5% | +234.2% | -239.7% | -28.5% |
| 1Y | +61.0% | +174.8% | -113.8% | +25.6% |
| 3Y | +66.2% | +104.5% | -38.3% | +27.9% |
| 5Y | +11.4% | -39.0% | +50.4% | -4.6% |
| All | +130.2% | -81.3% | +211.5% | +110.4% |
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