+47.2%
CAPR vs ABCL
+138.2%
-91.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.4% | +8.1% |
| 7D | +43.2% | -10.0% | +53.1% | +45.8% |
| 30D | +14.7% | -10.9% | +25.5% | +16.7% |
| 3M | +113.9% | +101.6% | +12.3% | +94.1% |
| 6M | -73.4% | +167.5% | -240.9% | -78.0% |
| YTD | -69.1% | +259.1% | -328.2% | -77.1% |
| 1Y | +47.2% | +152.2% | -105.0% | +92.2% |
| All | +47.2% | +138.2% | -91.0% | +92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling