+0.5%
ALK vs ABCL
+120.4%
-119.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.1% | -2.8% |
| 7D | +7.1% | -14.9% | +22.0% | +7.9% |
| 30D | -3.0% | -15.4% | +12.4% | -2.2% |
| 3M | -25.6% | +88.0% | -113.7% | -31.4% |
| 6M | +0.5% | +138.8% | -138.3% | -18.3% |
| All | +0.5% | +120.4% | -119.9% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling