+17.9%
APA vs ABCL
+157.7%
-139.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +2.4% |
| 7D | -15.5% | -3.2% | -12.3% | -15.4% |
| 30D | +2.4% | -7.4% | +9.8% | +2.5% |
| 3M | +22.8% | +81.9% | -59.1% | +18.2% |
| 6M | +17.9% | +135.7% | -117.8% | +18.8% |
| All | +17.9% | +157.7% | -139.8% | +18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling