+164.5%
ACGL vs ABCL
-41.3%
+205.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | -0.7% | +0.7% | -1.5% | -0.8% |
| 30D | -1.0% | +93.1% | -94.1% | -1.3% |
| 3M | +11.0% | +79.4% | -68.4% | +10.8% |
| 6M | -0.3% | +214.9% | -215.2% | -1.0% |
| YTD | +2.3% | +234.2% | -231.9% | +1.5% |
| 1Y | +6.4% | +174.8% | -168.4% | +5.5% |
| 3Y | +34.0% | +104.5% | -70.5% | +33.8% |
| All | +164.5% | -41.3% | +205.8% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling