-20.4%
ACM vs ABCL
+120.4%
-140.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.4% | +7.2% | -2.6% |
| 7D | +5.1% | -14.9% | +20.0% | +4.4% |
| 30D | +11.5% | -15.4% | +26.8% | +10.8% |
| 3M | -10.5% | +88.0% | -98.5% | -9.7% |
| 6M | -20.4% | +138.8% | -159.2% | -21.6% |
| All | -20.4% | +120.4% | -140.8% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling