-80.6%
ABCL vs COO
-19.8%
-60.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | +0.7% | -2.2% | +2.9% | +1.8% |
| 30D | +93.1% | -7.0% | +100.1% | +99.9% |
| 3M | +79.4% | +12.2% | +67.2% | +67.8% |
| 6M | +214.9% | -15.1% | +230.0% | +239.4% |
| YTD | +234.2% | -15.1% | +249.3% | +261.4% |
| 1Y | +174.8% | +2.3% | +172.4% | +169.1% |
| 3Y | +104.5% | -23.7% | +128.1% | +122.9% |
| 5Y | -39.0% | -38.9% | -0.1% | -34.0% |
| All | -80.6% | -19.8% | -60.8% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling