+45.3%
AR vs ABCL
+104.5%
-59.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +2.5% | +0.7% | +1.8% | +2.4% |
| 30D | +14.8% | +93.1% | -78.3% | +8.6% |
| 3M | +6.2% | +79.4% | -73.2% | +0.6% |
| 6M | +4.3% | +214.9% | -210.6% | -5.9% |
| YTD | +14.4% | +234.2% | -219.8% | +1.9% |
| 1Y | +21.3% | +174.8% | -153.4% | +9.9% |
| All | +45.3% | +104.5% | -59.2% | +17.7% |
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