+143.3%
AAPL vs ABCL
-26.2%
+169.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +4.1% | -3.3% | +7.4% | +4.4% |
| 30D | +4.0% | -7.1% | +11.1% | +4.3% |
| 3M | +16.8% | +4.7% | +12.1% | +15.4% |
| 6M | +19.4% | +140.9% | -121.5% | +6.6% |
| YTD | +31.5% | +236.0% | -204.5% | +11.8% |
| 1Y | +31.0% | +217.4% | -186.4% | +11.9% |
| 3Y | +95.3% | +188.7% | -93.4% | +57.8% |
| All | +143.3% | -26.2% | +169.5% | +136.7% |
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