-27.8%
ALK vs ABCL
-8.0%
-19.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +12.9% | +2.3% | +10.6% | +12.6% |
| 30D | +5.5% | -0.7% | +6.2% | +5.1% |
| 3M | -12.1% | +33.4% | -45.5% | -17.0% |
| 6M | +1.7% | +137.8% | -136.1% | -15.0% |
| YTD | -17.4% | +264.3% | -281.7% | -36.5% |
| 1Y | -1.9% | +209.2% | -211.1% | -22.7% |
| 3Y | +21.2% | +208.4% | -187.2% | -12.3% |
| 5Y | -27.8% | -11.9% | -15.9% | -39.7% |
| All | -27.8% | -8.0% | -19.8% | -39.7% |
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