+30.7%
ABNB vs ABCL
-81.3%
+111.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -4.0% | +0.7% | -4.7% | -4.1% |
| 30D | +19.3% | +93.1% | -73.8% | +5.4% |
| 3M | +36.1% | +79.4% | -43.4% | +20.4% |
| 6M | +34.2% | +214.9% | -180.6% | +6.6% |
| YTD | +34.1% | +234.2% | -200.2% | +4.1% |
| 1Y | +45.1% | +174.8% | -129.6% | +14.7% |
| 3Y | +37.1% | +104.5% | -67.4% | +7.1% |
| 5Y | +15.2% | -39.0% | +54.2% | +4.1% |
| All | +30.7% | -81.3% | +111.9% | +51.8% |
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