+22.7%
ALM vs ABCL
+199.8%
-177.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.2% | +2.8% | +6.5% |
| 7D | +0.7% | +12.4% | -11.7% | -2.5% |
| 30D | -26.1% | -0.4% | -25.7% | -26.2% |
| 3M | -38.1% | +80.4% | -118.5% | -49.4% |
| 6M | -55.4% | +138.5% | -194.0% | -68.8% |
| YTD | -0.4% | +265.5% | -265.9% | -47.0% |
| All | +22.7% | +199.8% | -177.0% | -29.3% |
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