-8.2%
ALLY vs ABCL
-21.8%
+13.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -2.7% |
| 7D | +0.9% | -3.2% | +4.1% | +1.1% |
| 30D | +3.1% | -7.4% | +10.5% | +3.7% |
| 3M | -12.6% | +81.9% | -94.5% | -22.0% |
| 6M | -12.4% | +135.7% | -148.2% | -26.6% |
| YTD | -13.2% | +247.4% | -260.5% | -32.9% |
| 1Y | +1.8% | +162.3% | -160.4% | -17.7% |
| 3Y | +58.0% | +165.5% | -107.5% | +18.2% |
| All | -8.2% | -21.8% | +13.6% | -22.2% |
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