+129.1%
B vs ABCL
-81.3%
+210.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | +9.4% | +93.1% | -83.6% | +2.6% |
| 3M | +5.0% | +79.4% | -74.5% | -1.2% |
| 6M | -3.5% | +214.9% | -218.4% | -13.7% |
| YTD | +4.5% | +234.2% | -229.8% | -7.3% |
| 1Y | +67.8% | +174.8% | -107.0% | +50.5% |
| 3Y | +196.7% | +104.5% | +92.2% | +163.2% |
| 5Y | +151.9% | -39.0% | +190.9% | +130.5% |
| All | +129.1% | -81.3% | +210.3% | +116.6% |
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 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