+154.8%
APA vs ABCL
-41.3%
+196.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.1% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | +23.4% | +93.1% | -69.7% | +13.3% |
| 3M | +12.7% | +79.4% | -66.7% | +3.5% |
| 6M | +39.4% | +214.9% | -175.5% | +17.6% |
| YTD | +79.0% | +234.2% | -155.3% | +48.0% |
| 1Y | +88.8% | +174.8% | -85.9% | +59.3% |
| 3Y | +6.4% | +104.5% | -98.1% | -12.6% |
| All | +154.8% | -41.3% | +196.1% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling