+169.3%
AAPL vs ABCL
-81.3%
+250.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +3.0% | +93.1% | -90.1% | -3.0% |
| 3M | +2.9% | +79.4% | -76.5% | -3.0% |
| 6M | +22.1% | +214.9% | -192.8% | +8.9% |
| YTD | +18.0% | +234.2% | -216.2% | +3.9% |
| 1Y | +33.9% | +174.8% | -140.8% | +19.2% |
| 3Y | +71.2% | +104.5% | -33.3% | +50.3% |
| 5Y | +112.6% | -39.0% | +151.6% | +97.7% |
| All | +169.3% | -81.3% | +250.5% | +151.7% |
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 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