+206.0%
AGI vs ABCL
+93.0%
+113.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.9% | -2.7% |
| 7D | -5.4% | -9.6% | +4.2% | -4.1% |
| 30D | +6.6% | +7.2% | -0.5% | +5.5% |
| 3M | +8.2% | +105.5% | -97.3% | -3.1% |
| 6M | -29.3% | +193.0% | -222.3% | -39.8% |
| YTD | -7.4% | +205.8% | -213.2% | -21.8% |
| 1Y | +7.9% | +144.4% | -136.5% | -7.2% |
| All | +206.0% | +93.0% | +113.0% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling