+97.6%
AG vs ABCL
-81.3%
+178.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | +6.2% | +79.4% | -73.3% | -8.4% |
| 6M | -26.7% | +214.9% | -241.6% | -44.3% |
| YTD | +26.1% | +234.2% | -208.1% | -5.5% |
| 1Y | +131.7% | +174.8% | -43.1% | +79.1% |
| 3Y | +255.3% | +104.5% | +150.9% | +172.0% |
| 5Y | +61.9% | -39.0% | +100.9% | +42.6% |
| All | +97.6% | -81.3% | +178.8% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling