+27.2%
APA vs ABCL
+156.0%
-128.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +2.0% |
| 7D | -15.5% | -3.2% | -12.3% | -15.3% |
| 30D | +2.4% | -7.4% | +9.8% | +2.8% |
| 3M | +22.8% | +81.9% | -59.1% | +13.9% |
| 6M | +17.9% | +135.7% | -117.8% | +5.5% |
| YTD | +87.7% | +247.4% | -159.7% | +56.7% |
| 1Y | +94.2% | +162.3% | -68.1% | +68.6% |
| 3Y | +27.2% | +165.5% | -138.3% | -3.0% |
| All | +27.2% | +156.0% | -128.8% | -3.0% |
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