-32.0%
ACI vs ABCL
+197.3%
-229.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.4% |
| 7D | -5.3% | -2.7% | -2.6% | -5.3% |
| 30D | +5.0% | -5.4% | +10.5% | +5.1% |
| 3M | +7.5% | +22.4% | -14.9% | +7.8% |
| 6M | -16.0% | +127.6% | -143.6% | -15.1% |
| YTD | -20.6% | +249.4% | -270.1% | -19.8% |
| 1Y | -23.5% | +198.0% | -221.5% | -22.7% |
| All | -32.0% | +197.3% | -229.3% | -31.8% |
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 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