-1.0%
ALK vs ABCL
+138.2%
-139.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +7.9% | +8.7% |
| 7D | +12.4% | -10.0% | +22.4% | +13.5% |
| 30D | +2.1% | -10.9% | +13.0% | +3.0% |
| 3M | -23.9% | +101.6% | -125.5% | -32.0% |
| 6M | +8.2% | +167.5% | -159.3% | -11.7% |
| YTD | -20.5% | +259.1% | -279.5% | -40.2% |
| 1Y | -1.0% | +152.2% | -153.2% | -23.5% |
| All | -1.0% | +138.2% | -139.3% | -23.5% |
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 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