+32.5%
ACGL vs ABCL
+156.0%
-123.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.7% | -9.7% | -2.7% |
| 7D | +0.9% | -3.2% | +4.0% | +0.8% |
| 30D | +13.7% | -7.4% | +21.1% | +13.6% |
| 3M | +8.0% | +81.9% | -73.9% | +10.6% |
| 6M | +13.3% | +135.7% | -122.4% | +17.5% |
| YTD | +11.8% | +247.4% | -235.5% | +18.1% |
| 1Y | +22.2% | +162.3% | -140.0% | +27.9% |
| 3Y | +32.5% | +165.5% | -133.0% | +41.0% |
| All | +32.5% | +156.0% | -123.6% | +41.0% |
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