+27.4%
ADM vs ABCL
+198.8%
-171.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.8% | +2.3% | -4.1% | -1.9% |
| 30D | -13.3% | -0.7% | -12.6% | -13.2% |
| 3M | -13.4% | +33.4% | -46.8% | -14.2% |
| 6M | -9.6% | +137.8% | -147.4% | -11.6% |
| YTD | +23.0% | +264.3% | -241.3% | +17.7% |
| 1Y | +27.4% | +209.2% | -181.8% | +22.1% |
| All | +27.4% | +198.8% | -171.4% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling