+54.4%
ALLY vs ABCL
-81.3%
+135.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +3.7% | +0.7% | +3.0% | +3.6% |
| 30D | -2.3% | +93.1% | -95.3% | -11.0% |
| 3M | +3.8% | +79.4% | -75.6% | -5.4% |
| 6M | +9.7% | +214.9% | -205.2% | -7.9% |
| YTD | -1.4% | +234.2% | -235.6% | -18.7% |
| 1Y | +8.2% | +174.8% | -166.5% | -9.5% |
| 3Y | +66.5% | +104.5% | -38.0% | +37.3% |
| 5Y | +1.2% | -39.0% | +40.2% | -10.8% |
| All | +54.4% | -81.3% | +135.7% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling