+101.0%
ACWI vs ABCL
-81.3%
+182.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | +0.9% | +93.1% | -92.2% | -4.8% |
| 3M | +2.4% | +79.4% | -77.0% | -3.3% |
| 6M | +12.4% | +214.9% | -202.5% | +0.9% |
| YTD | +15.2% | +234.2% | -219.0% | +2.4% |
| 1Y | +22.7% | +174.8% | -152.0% | +10.2% |
| 3Y | +75.8% | +104.5% | -28.7% | +56.1% |
| 5Y | +67.7% | -39.0% | +106.7% | +55.1% |
| All | +101.0% | -81.3% | +182.3% | +90.6% |
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 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