+144.4%
ADI vs ABCL
+185.8%
-41.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -2.6% |
| 7D | +9.5% | -3.3% | +12.7% | +9.9% |
| 30D | -1.4% | -7.1% | +5.7% | -0.6% |
| 3M | +4.7% | +4.7% | 0.0% | +3.7% |
| 6M | -7.4% | +140.9% | -148.3% | -18.7% |
| YTD | +48.1% | +236.0% | -187.9% | +22.2% |
| 1Y | +69.6% | +217.4% | -147.8% | +41.0% |
| 3Y | +144.4% | +188.7% | -44.3% | +87.6% |
| All | +144.4% | +185.8% | -41.5% | +87.6% |
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 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