+400.4%
ALAB vs ABCL
+147.9%
+252.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.2% | +11.0% | +10.1% |
| 7D | +7.2% | +0.7% | +6.5% | +7.0% |
| 30D | -2.5% | +93.1% | -95.6% | -20.8% |
| 3M | -13.3% | +79.4% | -92.7% | -28.2% |
| 6M | +172.8% | +214.9% | -42.0% | +90.0% |
| YTD | +86.6% | +234.2% | -147.6% | +26.2% |
| 1Y | +65.2% | +174.8% | -109.6% | +15.8% |
| All | +400.4% | +147.9% | +252.5% | +181.1% |
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 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