+157.4%
ALL vs ABCL
+104.5%
+52.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.4% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | -1.5% | +93.1% | -94.6% | +0.6% |
| 3M | +23.6% | +79.4% | -55.8% | +26.4% |
| 6M | +22.3% | +214.9% | -192.5% | +27.4% |
| YTD | +26.5% | +234.2% | -207.7% | +32.5% |
| 1Y | +27.0% | +174.8% | -147.8% | +32.4% |
| All | +157.4% | +104.5% | +52.9% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling