-89.4%
AXTX vs ABCL
+201.0%
-290.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.8% | -15.9% | -15.6% |
| 7D | -48.4% | -10.0% | -38.4% | -44.6% |
| 30D | -74.7% | -10.9% | -63.8% | -72.4% |
| 3M | -67.9% | +101.6% | -169.5% | -75.4% |
| 6M | -94.1% | +167.5% | -261.7% | -96.2% |
| All | -89.4% | +201.0% | -290.3% | -93.5% |
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