+277.6%
AG vs ABCL
+109.3%
+168.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | +19.2% | +93.1% | -73.9% | -2.1% |
| 3M | +6.2% | +79.4% | -73.3% | -11.7% |
| 6M | -26.7% | +214.9% | -241.6% | -48.2% |
| YTD | +26.1% | +234.2% | -208.1% | -12.6% |
| 1Y | +131.7% | +174.8% | -43.1% | +67.1% |
| All | +277.6% | +109.3% | +168.2% | +196.8% |
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