-62.1%
ALB vs ABCL
-21.8%
-40.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | -0.8% |
| 7D | +9.1% | -3.2% | +12.2% | +9.4% |
| 30D | -3.4% | -7.4% | +4.0% | -2.4% |
| 3M | -20.6% | +81.9% | -102.5% | -35.1% |
| 6M | -48.2% | +135.7% | -183.9% | -62.0% |
| YTD | -29.2% | +247.4% | -276.6% | -54.8% |
| 1Y | +10.0% | +162.3% | -152.2% | -24.4% |
| 3Y | -12.9% | +165.5% | -178.4% | -45.9% |
| All | -62.1% | -21.8% | -40.3% | -70.9% |
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