+189.3%
ALAB vs ABCL
+141.4%
+47.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -9.4% | -10.3% | -17.0% |
| 7D | -38.2% | -14.9% | -23.3% | -35.0% |
| 30D | -54.0% | -15.4% | -38.6% | -51.4% |
| 3M | -43.6% | +88.0% | -131.6% | -53.5% |
| 6M | -16.8% | +138.8% | -155.6% | -36.8% |
| YTD | +7.9% | +225.4% | -217.6% | -26.0% |
| 1Y | -1.4% | +137.3% | -138.7% | -27.2% |
| All | +189.3% | +141.4% | +47.9% | +64.8% |
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 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