+205.7%
ACGL vs ABCL
-81.3%
+286.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | -0.7% | +0.7% | -1.5% | -0.7% |
| 30D | -1.0% | +93.1% | -94.1% | -1.0% |
| 3M | +11.0% | +79.4% | -68.4% | +11.1% |
| 6M | -0.3% | +214.9% | -215.2% | -0.4% |
| YTD | +2.3% | +234.2% | -231.9% | +2.2% |
| 1Y | +6.4% | +174.8% | -168.4% | +6.3% |
| 3Y | +34.0% | +104.5% | -70.5% | +34.2% |
| 5Y | +161.6% | -39.0% | +200.6% | +163.1% |
| All | +205.7% | -81.3% | +286.9% | +207.3% |
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