+10.3%
ARM vs ABCL
+152.2%
-141.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.7% | -2.0% | +2.7% |
| 7D | -15.2% | -3.2% | -12.0% | -14.3% |
| 30D | -40.7% | -7.4% | -33.3% | -39.2% |
| 3M | -39.1% | +81.9% | -121.0% | -50.5% |
| 6M | -26.4% | +135.7% | -162.1% | -48.3% |
| YTD | +59.7% | +247.4% | -187.6% | -2.2% |
| 1Y | +10.3% | +162.3% | -151.9% | -26.7% |
| All | +10.3% | +152.2% | -141.9% | -26.7% |
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 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