-91.0%
AXTX vs ABCL
+192.9%
-283.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +38.5% | -4.1% | +42.6% | +41.0% |
| 7D | -15.5% | -2.7% | -12.9% | -10.7% |
| 30D | -56.6% | -5.4% | -51.2% | -51.5% |
| 3M | -76.6% | +22.4% | -99.0% | -75.6% |
| 6M | -96.4% | +127.6% | -224.0% | -97.3% |
| All | -91.0% | +192.9% | -283.9% | -94.2% |
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