+9.8%
ALM vs ABCL
+189.1%
-179.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.7% | -5.7% |
| 7D | -4.0% | +4.4% | -8.4% | -5.2% |
| 30D | -30.5% | -7.9% | -22.7% | -29.0% |
| 3M | -46.9% | +12.2% | -59.1% | -49.2% |
| 6M | -65.5% | +134.7% | -200.3% | -75.9% |
| YTD | -13.4% | +239.8% | -253.2% | -52.7% |
| 1Y | +9.8% | +192.7% | -182.9% | -36.1% |
| All | +9.8% | +189.1% | -179.3% | -36.1% |
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