-62.9%
ALB vs ABCL
-12.4%
-50.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +5.3% | +2.3% | +3.0% | +4.4% |
| 30D | -6.3% | -0.7% | -5.6% | -6.9% |
| 3M | -27.4% | +33.4% | -60.8% | -34.3% |
| 6M | -53.1% | +137.8% | -190.9% | -65.5% |
| YTD | -32.3% | +264.3% | -296.6% | -57.2% |
| 1Y | -7.3% | +209.2% | -216.5% | -38.8% |
| 3Y | -14.9% | +208.4% | -223.3% | -49.1% |
| All | -62.9% | -12.4% | -50.6% | -72.2% |
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