-2.9%
ALB vs ABCL
-81.3%
+78.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.2% |
| 7D | -8.1% | +0.7% | -8.8% | -8.2% |
| 30D | +6.3% | +93.1% | -86.8% | -10.4% |
| 3M | -23.6% | +79.4% | -103.0% | -35.5% |
| 6M | -24.6% | +214.9% | -239.5% | -45.3% |
| YTD | -10.3% | +234.2% | -244.5% | -36.4% |
| 1Y | +61.5% | +174.8% | -113.3% | +17.5% |
| 3Y | -34.0% | +104.5% | -138.4% | -52.4% |
| 5Y | -44.6% | -39.0% | -5.6% | -55.1% |
| All | -2.9% | -81.3% | +78.4% | -12.8% |
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