+27.4%
AAPL vs ABCL
+152.2%
-124.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.3% | -0.5% |
| 7D | -0.7% | -3.2% | +2.5% | -0.6% |
| 30D | +1.7% | -7.4% | +9.1% | +1.7% |
| 3M | +9.7% | +81.9% | -72.2% | +9.2% |
| 6M | +19.3% | +135.7% | -116.4% | +17.4% |
| YTD | +26.3% | +247.4% | -221.1% | +22.3% |
| 1Y | +27.4% | +162.3% | -134.9% | +24.7% |
| All | +27.4% | +152.2% | -124.8% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling