+36.5%
ACGL vs ABCL
+139.9%
-103.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.4% | +9.3% | -0.4% |
| 7D | +6.4% | -14.9% | +21.3% | +5.8% |
| 30D | +16.6% | -15.4% | +32.0% | +16.1% |
| 3M | +11.6% | +88.0% | -76.4% | +14.3% |
| 6M | +17.5% | +138.8% | -121.4% | +21.9% |
| YTD | +15.3% | +225.4% | -210.2% | +21.5% |
| 1Y | +26.3% | +137.3% | -111.0% | +31.7% |
| All | +36.5% | +139.9% | -103.3% | +44.9% |
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