+6.6%
ADM vs ABCL
+156.0%
-149.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -0.9% |
| 7D | -9.0% | -3.2% | -5.8% | -9.0% |
| 30D | -14.0% | -7.4% | -6.6% | -13.8% |
| 3M | -9.2% | +81.9% | -91.1% | -11.6% |
| 6M | -9.2% | +135.7% | -144.9% | -12.6% |
| YTD | +24.2% | +247.4% | -223.2% | +17.3% |
| 1Y | +27.0% | +162.3% | -135.3% | +21.1% |
| 3Y | +6.6% | +165.5% | -158.9% | -2.8% |
| All | +6.6% | +156.0% | -149.4% | -2.8% |
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 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