+41.8%
ALM vs ABCL
+138.2%
-96.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +0.9% |
| 7D | -6.4% | -10.0% | +3.6% | -4.1% |
| 30D | -35.0% | -10.9% | -24.1% | -33.3% |
| 3M | -33.8% | +101.6% | -135.5% | -46.8% |
| 6M | -55.0% | +167.5% | -222.6% | -68.5% |
| YTD | -0.2% | +259.1% | -259.3% | -39.8% |
| 1Y | +41.8% | +152.2% | -110.4% | -14.8% |
| All | +41.8% | +138.2% | -96.4% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling