-22.7%
ACI vs ABCL
+199.8%
-222.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +1.2% |
| 7D | -5.9% | +12.4% | -18.3% | -5.3% |
| 30D | +7.2% | -0.4% | +7.6% | +7.5% |
| 3M | +8.8% | +80.4% | -71.5% | +11.1% |
| 6M | -17.2% | +138.5% | -155.7% | -13.7% |
| YTD | -21.3% | +265.5% | -286.8% | -17.5% |
| All | -22.7% | +199.8% | -222.4% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling