+26.7%
ALM vs ABCL
+152.2%
-125.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.7% | -4.6% | +0.4% |
| 7D | -6.7% | -3.2% | -3.5% | -6.1% |
| 30D | -32.9% | -7.4% | -25.5% | -31.7% |
| 3M | -39.5% | +81.9% | -121.4% | -49.8% |
| 6M | -62.0% | +135.7% | -197.7% | -72.3% |
| YTD | -7.8% | +247.4% | -255.2% | -44.3% |
| 1Y | +26.7% | +162.3% | -135.6% | -21.6% |
| All | +26.7% | +152.2% | -125.6% | -21.6% |
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