-97.3%
AAOX vs ABCL
+157.7%
-255.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +6.7% | +5.8% | +7.5% |
| 7D | -52.9% | -3.2% | -49.7% | -49.3% |
| 30D | -86.9% | -7.4% | -79.5% | -84.9% |
| 3M | -89.6% | +81.9% | -171.6% | -92.2% |
| 6M | -97.3% | +135.7% | -233.0% | -98.2% |
| All | -97.3% | +157.7% | -255.0% | -98.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling