+24.6%
AR vs ABCL
+156.0%
-131.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.6% | -1.3% |
| 7D | -14.3% | -3.2% | -11.1% | -14.1% |
| 30D | +1.4% | -7.4% | +8.8% | +1.7% |
| 3M | +3.4% | +81.9% | -78.5% | -2.2% |
| 6M | -2.1% | +135.7% | -137.8% | -9.4% |
| YTD | +4.7% | +247.4% | -242.7% | -7.2% |
| 1Y | +10.6% | +162.3% | -151.7% | +0.5% |
| 3Y | +24.6% | +165.5% | -140.9% | +2.5% |
| All | +24.6% | +156.0% | -131.4% | +2.5% |
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