0.0%
ALC vs ABCL
+198.8%
-198.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +2.3% | +2.3% | 0.0% | +2.3% |
| 30D | +15.5% | -0.7% | +16.2% | +15.5% |
| 3M | +0.6% | +33.4% | -32.8% | -1.0% |
| 6M | +18.4% | +137.8% | -119.4% | +12.5% |
| YTD | -5.6% | +264.3% | -269.9% | -13.9% |
| 1Y | 0.0% | +209.2% | -209.1% | -7.6% |
| All | 0.0% | +198.8% | -198.8% | -7.6% |
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