-45.4%
ACM vs ABCL
+199.8%
-245.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.2% | 0.0% | +5.1% |
| 7D | +6.9% | +12.4% | -5.5% | +6.7% |
| 30D | +19.1% | -0.4% | +19.4% | +19.0% |
| 3M | -6.9% | +80.4% | -87.3% | -9.9% |
| 6M | -12.0% | +138.5% | -150.6% | -18.2% |
| YTD | -25.1% | +265.5% | -290.6% | -36.3% |
| All | -45.4% | +199.8% | -245.1% | -52.6% |
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