-22.5%
ACN vs ABCL
-21.8%
-0.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.5% | -2.3% |
| 7D | +0.9% | -3.2% | +4.1% | +1.0% |
| 30D | +33.5% | -7.4% | +40.9% | +33.8% |
| 3M | +53.5% | +81.9% | -28.5% | +42.4% |
| 6M | +52.2% | +135.7% | -83.5% | +35.6% |
| YTD | -0.1% | +247.4% | -247.5% | -15.7% |
| 1Y | +11.0% | +162.3% | -151.2% | -3.6% |
| 3Y | -11.8% | +165.5% | -177.3% | -27.5% |
| All | -22.5% | -21.8% | -0.7% | -26.8% |
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