+24.5%
ALAB vs ABCL
+138.2%
-113.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.3% | -4.7% |
| 7D | -24.9% | -10.0% | -14.9% | -22.3% |
| 30D | -38.4% | -10.9% | -27.5% | -36.2% |
| 3M | -38.3% | +101.6% | -139.9% | -51.9% |
| 6M | +10.9% | +167.5% | -156.6% | -25.0% |
| YTD | +34.2% | +259.1% | -224.9% | -23.2% |
| 1Y | +24.5% | +152.2% | -127.6% | -22.1% |
| All | +24.5% | +138.2% | -113.7% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling