-11.8%
ACN vs ABCL
+156.0%
-167.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.5% | -2.0% |
| 7D | +0.9% | -3.2% | +4.1% | +0.9% |
| 30D | +33.5% | -7.4% | +40.9% | +33.7% |
| 3M | +53.5% | +81.9% | -28.5% | +46.9% |
| 6M | +52.2% | +135.7% | -83.5% | +42.4% |
| YTD | -0.1% | +247.4% | -247.5% | -9.7% |
| 1Y | +11.0% | +162.3% | -151.2% | +1.9% |
| 3Y | -11.8% | +165.5% | -177.3% | -22.0% |
| All | -11.8% | +156.0% | -167.8% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling