+18.4%
BOXX vs ABCL
+21.6%
-3.2%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | +1.4% | -1.4% | 0.0% |
| 30D | +0.3% | +65.1% | -64.8% | +0.3% |
| 3M | +1.0% | +111.1% | -110.1% | +1.0% |
| 6M | +1.9% | +231.6% | -229.7% | +1.9% |
| YTD | +2.6% | +234.5% | -231.9% | +2.6% |
| 1Y | +4.0% | +174.3% | -170.3% | +4.0% |
| 3Y | +14.6% | +111.5% | -96.9% | +14.5% |
| All | +18.4% | +21.6% | -3.2% | +18.3% |
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