+825.4%
ALM vs ABCL
+156.0%
+669.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.7% | -4.6% | +0.8% |
| 7D | -6.7% | -3.2% | -3.5% | -6.2% |
| 30D | -32.9% | -7.4% | -25.5% | -32.0% |
| 3M | -39.5% | +81.9% | -121.4% | -46.9% |
| 6M | -62.0% | +135.7% | -197.7% | -68.8% |
| YTD | -7.8% | +247.4% | -255.2% | -30.2% |
| 1Y | +26.7% | +162.3% | -135.6% | -1.0% |
| 3Y | +825.4% | +165.5% | +659.9% | +622.5% |
| All | +825.4% | +156.0% | +669.3% | +622.5% |
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