+207.4%
ALAB vs ABCL
+157.7%
+49.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.7% | -0.5% | +4.3% |
| 7D | -26.3% | -3.2% | -23.1% | -25.2% |
| 30D | -50.1% | -7.4% | -42.7% | -48.6% |
| 3M | -42.5% | +81.9% | -124.4% | -52.0% |
| 6M | -10.8% | +135.7% | -146.6% | -32.0% |
| YTD | +14.6% | +247.4% | -232.7% | -22.8% |
| 1Y | +17.1% | +162.3% | -145.1% | -15.9% |
| All | +207.4% | +157.7% | +49.7% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling