+60.8%
ABNB vs ABCL
+156.0%
-95.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +6.7% | +4.9% | +10.9% |
| 7D | +15.6% | -3.2% | +18.8% | +15.8% |
| 30D | +18.3% | -7.4% | +25.7% | +18.9% |
| 3M | +25.3% | +81.9% | -56.6% | +13.9% |
| 6M | +35.8% | +135.7% | -99.9% | +17.7% |
| YTD | +40.0% | +247.4% | -207.4% | +13.6% |
| 1Y | +57.6% | +162.3% | -104.6% | +32.4% |
| 3Y | +60.8% | +165.5% | -104.7% | +22.5% |
| All | +60.8% | +156.0% | -95.3% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling