-31.6%
ACI vs ABCL
+185.8%
-217.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.8% |
| 7D | +2.3% | -3.3% | +5.6% | +2.2% |
| 30D | +1.2% | -7.1% | +8.4% | +1.2% |
| 3M | +6.8% | +4.7% | +2.1% | +6.9% |
| 6M | -18.7% | +140.9% | -159.6% | -17.8% |
| YTD | -20.2% | +236.0% | -256.2% | -19.4% |
| 1Y | -23.7% | +217.4% | -241.1% | -22.9% |
| 3Y | -31.6% | +188.7% | -220.3% | -31.5% |
| All | -31.6% | +185.8% | -217.5% | -31.5% |
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