+90.6%
APA vs ABCL
+198.8%
-108.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -5.5% | +2.3% | -7.8% | -5.6% |
| 30D | -1.2% | -0.7% | -0.5% | -1.2% |
| 3M | +10.6% | +33.4% | -22.9% | +10.2% |
| 6M | +28.4% | +137.8% | -109.4% | +32.1% |
| YTD | +89.7% | +264.3% | -174.6% | +93.3% |
| 1Y | +90.6% | +209.2% | -118.6% | +95.9% |
| All | +90.6% | +198.8% | -108.2% | +95.9% |
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 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