+133.0%
AAPL vs ABCL
-21.8%
+154.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.3% | -1.1% |
| 7D | -0.7% | -3.2% | +2.5% | -0.5% |
| 30D | +1.7% | -7.4% | +9.1% | +2.1% |
| 3M | +9.7% | +81.9% | -72.2% | +2.3% |
| 6M | +19.3% | +135.7% | -116.4% | +6.9% |
| YTD | +26.3% | +247.4% | -221.1% | +7.1% |
| 1Y | +27.4% | +162.3% | -134.9% | +11.4% |
| 3Y | +93.6% | +165.5% | -71.9% | +59.2% |
| All | +133.0% | -21.8% | +154.8% | +120.1% |
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