+331.3%
AGI vs ABCL
-81.3%
+412.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +18.2% | +93.1% | -74.8% | +10.1% |
| 3M | -4.1% | +79.4% | -83.6% | -10.4% |
| 6M | -28.7% | +214.9% | -243.6% | -37.1% |
| YTD | -4.0% | +234.2% | -238.2% | -16.0% |
| 1Y | +17.4% | +174.8% | -157.3% | +4.0% |
| 3Y | +203.0% | +104.5% | +98.5% | +167.1% |
| 5Y | +376.7% | -39.0% | +415.7% | +337.2% |
| All | +331.3% | -81.3% | +412.6% | +309.8% |
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