+40.1%
ABNB vs ABCL
+171.1%
-131.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -4.4% | +1.4% | -5.8% | -4.5% |
| 30D | -2.0% | +65.1% | -67.1% | -7.9% |
| 3M | +29.8% | +111.1% | -81.2% | +18.8% |
| 6M | +31.0% | +231.6% | -200.6% | +13.3% |
| YTD | +28.6% | +234.5% | -205.9% | +10.3% |
| 1Y | +40.1% | +174.3% | -134.3% | +21.6% |
| All | +40.1% | +171.1% | -131.0% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling