-47.0%
ACM vs ABCL
+138.2%
-185.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.9% |
| 7D | +9.5% | -10.0% | +19.5% | +9.7% |
| 30D | +14.7% | -10.9% | +25.6% | +14.9% |
| 3M | -9.5% | +101.6% | -111.1% | -13.1% |
| 6M | -18.0% | +167.5% | -185.6% | -24.6% |
| YTD | -27.3% | +259.1% | -286.3% | -36.6% |
| 1Y | -47.0% | +152.2% | -199.2% | -53.9% |
| All | -47.0% | +138.2% | -185.2% | -53.9% |
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