+229.4%
AG vs ABCL
+156.0%
+73.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.7% | -4.9% | +0.1% |
| 7D | +6.3% | -3.2% | +9.5% | +6.8% |
| 30D | -8.9% | -7.4% | -1.5% | -7.6% |
| 3M | -12.2% | +81.9% | -94.1% | -27.2% |
| 6M | -28.3% | +135.7% | -164.0% | -45.7% |
| YTD | -8.8% | +247.4% | -256.2% | -38.1% |
| 1Y | +39.4% | +162.3% | -122.9% | 0.0% |
| 3Y | +229.4% | +165.5% | +63.9% | +133.5% |
| All | +229.4% | +156.0% | +73.4% | +133.5% |
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