+44.9%
ACM vs ABCL
-81.3%
+126.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | -11.1% | +93.1% | -104.2% | -16.0% |
| 3M | -8.0% | +79.4% | -87.4% | -13.0% |
| 6M | -29.7% | +214.9% | -244.5% | -36.9% |
| YTD | -29.4% | +234.2% | -263.6% | -37.3% |
| 1Y | -46.4% | +174.8% | -221.2% | -51.9% |
| 3Y | -22.3% | +104.5% | -126.8% | -31.2% |
| 5Y | +4.5% | -39.0% | +43.5% | -4.3% |
| All | +44.9% | -81.3% | +126.2% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling