+11.9%
ALC vs ABCL
-81.3%
+93.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.1% |
| 30D | -0.1% | +93.1% | -93.2% | -5.3% |
| 3M | +5.9% | +79.4% | -73.5% | +0.4% |
| 6M | -15.9% | +214.9% | -230.8% | -24.1% |
| YTD | -10.1% | +234.2% | -244.3% | -19.6% |
| 1Y | -10.2% | +174.8% | -185.0% | -19.0% |
| 3Y | -13.6% | +104.5% | -118.0% | -22.8% |
| 5Y | -15.1% | -39.0% | +23.9% | -21.1% |
| All | +11.9% | -81.3% | +93.1% | +6.5% |
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