+24.8%
ALAB vs ABCL
+199.8%
-174.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.2% | +8.5% | +11.9% |
| 7D | -5.6% | +12.4% | -18.0% | -8.6% |
| 30D | -36.6% | -0.4% | -36.3% | -35.9% |
| 3M | -35.1% | +80.4% | -115.5% | -46.9% |
| 6M | +8.5% | +138.5% | -130.0% | -23.3% |
| YTD | +30.4% | +265.5% | -235.1% | -28.0% |
| All | +24.8% | +199.8% | -174.9% | -26.5% |
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