+138.8%
ABCL vs COO
+3.2%
+135.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.4% | -8.0% | -9.3% |
| 7D | -14.9% | +5.3% | -20.2% | -15.1% |
| 30D | -15.4% | +12.5% | -27.9% | -16.6% |
| 3M | +88.0% | -15.1% | +103.1% | +89.6% |
| 6M | +138.8% | +3.7% | +135.2% | +167.0% |
| All | +138.8% | +3.2% | +135.6% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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