-0.9%
ACM vs ABCL
-21.8%
+20.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.7% | -0.5% |
| 7D | +5.4% | -3.2% | +8.5% | +5.5% |
| 30D | +15.1% | -7.4% | +22.5% | +15.5% |
| 3M | -10.5% | +81.9% | -92.4% | -16.3% |
| 6M | -19.7% | +135.7% | -155.4% | -27.8% |
| YTD | -28.8% | +247.4% | -276.2% | -39.2% |
| 1Y | -47.9% | +162.3% | -210.1% | -54.3% |
| 3Y | -12.4% | +165.5% | -177.8% | -26.8% |
| All | -0.9% | -21.8% | +20.9% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling