+1,993.5%
ALM vs ABCL
+104.5%
+1,889.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -2.6% | +0.7% | -3.3% | -2.7% |
| 30D | +32.0% | +93.1% | -61.1% | +13.9% |
| 3M | -15.0% | +79.4% | -94.5% | -26.1% |
| 6M | -10.1% | +214.9% | -225.0% | -30.8% |
| YTD | +99.4% | +234.2% | -134.8% | +50.6% |
| 1Y | +316.4% | +174.8% | +141.6% | +222.5% |
| All | +1,993.5% | +104.5% | +1,889.1% | +1,058.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling