+26.5%
ACI vs ABCL
-81.3%
+107.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | +0.2% | +0.7% | -0.5% | +0.2% |
| 30D | +5.9% | +93.1% | -87.2% | +6.2% |
| 3M | -19.8% | +79.4% | -99.2% | -19.6% |
| 6M | -24.7% | +214.9% | -239.6% | -24.5% |
| YTD | -24.4% | +234.2% | -258.6% | -24.2% |
| 1Y | -31.5% | +174.8% | -206.3% | -31.3% |
| 3Y | -38.7% | +104.5% | -143.2% | -38.7% |
| 5Y | -42.8% | -39.0% | -3.8% | -43.2% |
| All | +26.5% | -81.3% | +107.8% | +29.2% |
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