+32.5%
AU vs ABCL
+198.8%
-166.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.5% |
| 7D | +15.3% | +2.3% | +13.0% | +14.6% |
| 30D | -0.3% | -0.7% | +0.3% | -0.6% |
| 3M | -2.9% | +33.4% | -36.3% | -10.3% |
| 6M | -10.7% | +137.8% | -148.5% | -31.6% |
| YTD | +14.0% | +264.3% | -250.4% | -26.7% |
| 1Y | +32.5% | +209.2% | -176.7% | -9.7% |
| All | +32.5% | +198.8% | -166.3% | -9.7% |
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