+879.4%
ALM vs ABCL
+185.8%
+693.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.9% | +8.0% |
| 7D | +1.2% | -3.3% | +4.5% | +1.9% |
| 30D | -19.3% | -7.1% | -12.2% | -18.3% |
| 3M | -40.6% | +4.7% | -45.4% | -41.5% |
| 6M | -57.9% | +140.9% | -198.8% | -65.5% |
| YTD | -6.7% | +236.0% | -242.7% | -28.8% |
| 1Y | +20.2% | +217.4% | -197.2% | -7.6% |
| 3Y | +879.4% | +188.7% | +690.8% | +694.8% |
| All | +879.4% | +185.8% | +693.6% | +694.8% |
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