-1.4%
AGG vs ABCL
+118.2%
-119.6%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | 0.0% |
| 7D | -0.6% | -2.7% | +2.1% | -0.5% |
| 30D | +1.2% | -5.4% | +6.7% | +1.3% |
| 3M | -0.8% | +22.4% | -23.3% | -1.2% |
| 6M | -1.4% | +127.6% | -129.1% | -3.0% |
| All | -1.4% | +118.2% | -119.6% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling