+97.4%
AR vs ABCL
-26.2%
+123.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +7.4% | -3.3% | +10.7% | +7.6% |
| 30D | +5.8% | -7.1% | +12.9% | +6.1% |
| 3M | +5.2% | +4.7% | +0.5% | +3.9% |
| 6M | +5.4% | +140.9% | -135.4% | -4.2% |
| YTD | +12.4% | +236.0% | -223.5% | -2.2% |
| 1Y | +12.8% | +217.4% | -204.6% | -1.4% |
| 3Y | +47.2% | +188.7% | -141.5% | +22.9% |
| All | +97.4% | -26.2% | +123.6% | +89.2% |
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