+99.3%
ADM vs ABCL
-81.3%
+180.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | +3.8% | +0.7% | +3.1% | +3.7% |
| 30D | +9.8% | +93.1% | -83.3% | +6.6% |
| 3M | +2.1% | +79.4% | -77.3% | -0.8% |
| 6M | +27.5% | +214.9% | -187.4% | +20.8% |
| YTD | +50.2% | +234.2% | -184.0% | +41.6% |
| 1Y | +40.6% | +174.8% | -134.2% | +33.1% |
| 3Y | +17.2% | +104.5% | -87.2% | +10.1% |
| 5Y | +61.9% | -39.0% | +100.9% | +55.5% |
| All | +99.3% | -81.3% | +180.5% | +99.1% |
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 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