+33.8%
AG vs ABCL
+199.8%
-165.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +3.0% |
| 7D | +10.8% | +12.4% | -1.6% | +6.4% |
| 30D | -8.2% | -0.4% | -7.8% | -8.5% |
| 3M | -13.7% | +80.4% | -94.1% | -31.9% |
| 6M | -27.3% | +138.5% | -165.8% | -50.8% |
| YTD | -4.6% | +265.5% | -270.1% | -49.3% |
| All | +33.8% | +199.8% | -165.9% | -22.8% |
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 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