-26.4%
ALK vs ABCL
-41.3%
+14.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.7% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -19.2% | +93.1% | -112.3% | -27.8% |
| 3M | -1.5% | +79.4% | -81.0% | -11.7% |
| 6M | -13.1% | +214.9% | -227.9% | -28.9% |
| YTD | -16.4% | +234.2% | -250.6% | -33.0% |
| 1Y | -33.1% | +174.8% | -207.8% | -45.6% |
| 3Y | +0.6% | +104.5% | -103.8% | -20.0% |
| All | -26.4% | -41.3% | +14.8% | -42.4% |
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