+565.6%
AU vs ABCL
+196.9%
+368.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.2% | +1.6% | +6.1% |
| 7D | +20.8% | +12.4% | +8.4% | +18.7% |
| 30D | +5.5% | -0.4% | +5.9% | +5.3% |
| 3M | +3.9% | +80.4% | -76.5% | -5.8% |
| 6M | -5.4% | +138.5% | -144.0% | -18.5% |
| YTD | +20.7% | +265.5% | -244.8% | -2.1% |
| 1Y | +49.8% | +219.7% | -169.9% | +23.0% |
| 3Y | +565.6% | +209.4% | +356.2% | +420.4% |
| All | +565.6% | +196.9% | +368.7% | +420.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling