-46.3%
ACM vs ABCL
+189.1%
-235.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | +5.1% | +4.4% | +0.7% | +5.0% |
| 30D | +18.7% | -7.9% | +26.5% | +18.8% |
| 3M | +15.5% | +12.2% | +3.2% | +14.5% |
| 6M | +1.2% | +134.7% | -133.5% | -6.8% |
| YTD | -25.2% | +239.8% | -265.0% | -36.5% |
| 1Y | -46.3% | +192.7% | -239.0% | -53.5% |
| All | -46.3% | +189.1% | -235.4% | -53.5% |
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 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