+279.0%
APH vs ABCL
+210.0%
+69.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -5.0% | +2.3% | -7.3% | -5.2% |
| 30D | -8.4% | -0.7% | -7.7% | -8.3% |
| 3M | -4.5% | +33.4% | -37.9% | -8.1% |
| 6M | +25.3% | +137.8% | -112.5% | +10.2% |
| YTD | +18.9% | +264.3% | -245.4% | -2.5% |
| 1Y | +11.9% | +209.2% | -197.2% | -6.4% |
| All | +279.0% | +210.0% | +69.1% | +195.3% |
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 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