+30.1%
ABNB vs ABCL
-81.0%
+111.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | +6.5% | +4.4% | +2.1% | +5.8% |
| 30D | +9.4% | -7.9% | +17.2% | +10.2% |
| 3M | +0.6% | +12.2% | -11.6% | -2.8% |
| 6M | +33.7% | +134.7% | -101.1% | +11.3% |
| YTD | +33.5% | +239.8% | -206.3% | +2.4% |
| 1Y | +48.8% | +192.7% | -143.8% | +16.9% |
| 3Y | +53.3% | +187.6% | -134.3% | +11.2% |
| 5Y | -12.3% | -22.6% | +10.3% | -23.0% |
| All | +30.1% | -81.0% | +111.0% | +49.3% |
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