+352.8%
AHR vs ABCL
+120.7%
+232.1%
-13.6%
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 | -1.5% | +0.7% | -2.2% | -1.5% |
| 30D | -1.4% | +93.1% | -94.5% | -3.4% |
| 3M | +18.6% | +79.4% | -60.9% | +16.2% |
| 6M | +6.6% | +214.9% | -208.3% | +1.5% |
| YTD | +17.5% | +234.2% | -216.7% | +11.2% |
| 1Y | +30.9% | +174.8% | -143.9% | +24.2% |
| All | +352.8% | +120.7% | +232.1% | +323.2% |
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