-5.6%
ARM vs ABCL
+176.3%
-181.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.5% |
| 7D | -18.7% | -10.0% | -8.7% | -16.2% |
| 30D | -36.7% | -10.9% | -25.8% | -34.8% |
| 3M | -31.6% | +101.6% | -133.3% | -47.2% |
| 6M | -5.6% | +167.5% | -173.2% | -45.4% |
| All | -5.6% | +176.3% | -181.9% | -45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling