+19.3%
ARM vs ABCL
+138.2%
-118.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.5% |
| 7D | -18.7% | -10.0% | -8.7% | -16.3% |
| 30D | -36.7% | -10.9% | -25.8% | -34.7% |
| 3M | -31.6% | +101.6% | -133.3% | -46.7% |
| 6M | -5.6% | +167.5% | -173.2% | -36.3% |
| YTD | +75.5% | +259.1% | -183.6% | +6.2% |
| 1Y | +19.3% | +152.2% | -132.8% | -20.0% |
| All | +19.3% | +138.2% | -118.9% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling