-2.4%
AGG vs ABCL
-79.6%
+77.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.1% | +2.3% | -2.4% | -0.1% |
| 30D | +1.7% | -0.7% | +2.4% | +1.7% |
| 3M | -0.4% | +33.4% | -33.8% | -0.8% |
| 6M | -1.3% | +137.8% | -139.1% | -2.6% |
| YTD | -0.7% | +264.3% | -265.0% | -2.6% |
| 1Y | -0.3% | +209.2% | -209.5% | -2.0% |
| 3Y | +14.6% | +208.4% | -193.9% | +12.1% |
| 5Y | -1.1% | -11.9% | +10.8% | -2.4% |
| All | -2.4% | -79.6% | +77.2% | -3.4% |
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