+5.0%
B vs ABCL
+120.4%
-115.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.4% | +9.9% | +1.5% |
| 7D | +4.3% | -14.9% | +19.2% | +6.0% |
| 30D | -0.9% | -15.4% | +14.4% | +0.6% |
| 3M | -1.4% | +88.0% | -89.4% | -10.4% |
| 6M | +5.0% | +138.8% | -133.8% | -13.6% |
| All | +5.0% | +120.4% | -115.4% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling