-13.0%
ALB vs ABCL
+189.1%
-202.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.9% |
| 7D | -3.6% | +4.4% | -8.0% | -4.1% |
| 30D | -2.9% | -7.9% | +5.0% | -2.3% |
| 3M | -25.8% | +12.2% | -38.1% | -27.7% |
| 6M | -53.6% | +134.7% | -188.3% | -61.3% |
| YTD | -32.4% | +239.8% | -272.1% | -49.8% |
| 1Y | -13.0% | +192.7% | -205.7% | -35.1% |
| All | -13.0% | +189.1% | -202.1% | -35.1% |
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