+501.6%
AU vs ABCL
-81.3%
+582.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -3.6% | +0.7% | -4.3% | -3.7% |
| 30D | +23.9% | +93.1% | -69.2% | +15.0% |
| 3M | +19.1% | +79.4% | -60.4% | +11.0% |
| 6M | -0.2% | +214.9% | -215.0% | -12.1% |
| YTD | +32.5% | +234.2% | -201.8% | +15.6% |
| 1Y | +96.9% | +174.8% | -77.8% | +74.1% |
| 3Y | +614.7% | +104.5% | +510.3% | +528.7% |
| 5Y | +647.7% | -39.0% | +686.7% | +578.7% |
| All | +501.6% | -81.3% | +582.9% | +451.9% |
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 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