+141.2%
ADI vs ABCL
-41.3%
+182.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | -3.8% | +93.1% | -96.9% | -12.8% |
| 3M | -15.3% | +79.4% | -94.7% | -23.1% |
| 6M | +6.7% | +214.9% | -208.2% | -11.9% |
| YTD | +34.8% | +234.2% | -199.4% | +9.0% |
| 1Y | +49.0% | +174.8% | -125.7% | +22.8% |
| 3Y | +108.1% | +104.5% | +3.6% | +67.8% |
| All | +141.2% | -41.3% | +182.5% | +111.0% |
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 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