+128.8%
AUR vs ABCL
+185.8%
-57.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.8% |
| 7D | -4.5% | -3.3% | -1.3% | -3.5% |
| 30D | -16.6% | -7.1% | -9.5% | -14.8% |
| 3M | -38.5% | +4.7% | -43.2% | -40.8% |
| 6M | -49.9% | +140.9% | -190.8% | -66.6% |
| YTD | +9.6% | +236.0% | -226.3% | -37.0% |
| 1Y | +1.2% | +217.4% | -216.2% | -40.6% |
| 3Y | +128.8% | +188.7% | -59.9% | +24.4% |
| All | +128.8% | +185.8% | -57.0% | +24.4% |
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