+11.1%
AG vs ABCL
-21.8%
+32.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.7% | -4.9% | +0.2% |
| 7D | +6.3% | -3.2% | +9.5% | +6.7% |
| 30D | -8.9% | -7.4% | -1.5% | -7.7% |
| 3M | -12.2% | +81.9% | -94.1% | -25.9% |
| 6M | -28.3% | +135.7% | -164.0% | -44.0% |
| YTD | -8.8% | +247.4% | -256.2% | -35.4% |
| 1Y | +39.4% | +162.3% | -122.9% | +4.1% |
| 3Y | +229.4% | +165.5% | +63.9% | +131.1% |
| All | +11.1% | -21.8% | +32.9% | -6.0% |
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