+6.1%
AS vs ABCL
+152.2%
-146.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.3% | +0.1% |
| 7D | +6.9% | -3.2% | +10.1% | +7.0% |
| 30D | +16.0% | -7.4% | +23.4% | +16.3% |
| 3M | -12.8% | +81.9% | -94.8% | -17.7% |
| 6M | -15.4% | +135.7% | -151.1% | -24.6% |
| YTD | -15.7% | +247.4% | -263.1% | -32.6% |
| 1Y | +6.1% | +162.3% | -156.2% | -10.9% |
| All | +6.1% | +152.2% | -146.2% | -10.9% |
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