+1,322.4%
ALM vs ABCL
-81.3%
+1,403.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.6% | +0.7% | -3.3% | -2.7% |
| 30D | +32.0% | +93.1% | -61.1% | +19.6% |
| 3M | -15.0% | +79.4% | -94.5% | -22.6% |
| 6M | -10.1% | +214.9% | -225.0% | -24.1% |
| YTD | +99.4% | +234.2% | -134.8% | +66.6% |
| 1Y | +316.4% | +174.8% | +141.6% | +253.4% |
| 3Y | +2,022.0% | +104.5% | +1,917.5% | +1,678.8% |
| 5Y | +941.2% | -39.0% | +980.2% | +815.3% |
| All | +1,322.4% | -81.3% | +1,403.6% | +1,216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling