+771.8%
ASX vs ABCL
-81.3%
+853.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | +2.0% | +93.1% | -91.1% | -9.2% |
| 3M | -1.3% | +79.4% | -80.8% | -11.4% |
| 6M | +71.4% | +214.9% | -143.4% | +40.3% |
| YTD | +135.3% | +234.2% | -98.9% | +88.8% |
| 1Y | +267.5% | +174.8% | +92.7% | +201.1% |
| 3Y | +388.5% | +104.5% | +284.0% | +293.5% |
| 5Y | +417.1% | -39.0% | +456.1% | +360.1% |
| All | +771.8% | -81.3% | +853.0% | +735.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling