+208.1%
C vs ABCL
+156.0%
+52.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -0.2% |
| 7D | -2.4% | -3.2% | +0.8% | -2.2% |
| 30D | -6.0% | -7.4% | +1.4% | -5.5% |
| 3M | -10.5% | +81.9% | -92.5% | -17.1% |
| 6M | -5.7% | +135.7% | -141.4% | -16.4% |
| YTD | +4.1% | +247.4% | -243.2% | -13.0% |
| 1Y | +20.5% | +162.3% | -141.8% | +3.7% |
| 3Y | +208.1% | +165.5% | +42.6% | +144.2% |
| All | +208.1% | +156.0% | +52.1% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling