+67.2%
AG vs ABCL
-41.3%
+108.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | +1.0% | +0.7% | +0.3% | +0.9% |
| 30D | +19.2% | +93.1% | -73.9% | +0.7% |
| 3M | +6.2% | +79.4% | -73.3% | -9.3% |
| 6M | -26.7% | +214.9% | -241.6% | -45.4% |
| YTD | +26.1% | +234.2% | -208.1% | -7.5% |
| 1Y | +131.7% | +174.8% | -43.1% | +75.8% |
| 3Y | +255.3% | +104.5% | +150.9% | +166.7% |
| All | +67.2% | -41.3% | +108.4% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling