-6.8%
ALLY vs ABCL
-30.0%
+23.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.4% | +8.0% | 0.0% |
| 7D | -1.1% | -14.9% | +13.8% | +0.9% |
| 30D | +4.2% | -15.4% | +19.5% | +6.1% |
| 3M | -12.4% | +88.0% | -100.4% | -22.4% |
| 6M | -8.7% | +138.8% | -147.5% | -23.7% |
| YTD | -11.6% | +225.4% | -237.1% | -31.1% |
| 1Y | +0.2% | +137.3% | -137.2% | -17.7% |
| 3Y | +57.1% | +136.8% | -79.7% | +19.9% |
| 5Y | -6.8% | -26.2% | +19.4% | -20.7% |
| All | -6.8% | -30.0% | +23.2% | -20.7% |
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