+13.8%
ALM vs ABCL
+198.8%
-185.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.3% | -6.9% | -7.1% |
| 7D | -6.3% | +2.3% | -8.6% | -6.8% |
| 30D | -31.4% | -0.7% | -30.7% | -31.5% |
| 3M | -40.6% | +33.4% | -74.0% | -45.9% |
| 6M | -58.6% | +137.8% | -196.4% | -71.0% |
| YTD | -7.6% | +264.3% | -271.9% | -50.8% |
| 1Y | +13.8% | +209.2% | -195.3% | -34.4% |
| All | +13.8% | +198.8% | -185.0% | -34.4% |
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