+43.3%
CAPR vs ABCL
+152.2%
-108.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.7% | -2.1% | +3.3% |
| 7D | +41.1% | -3.2% | +44.2% | +41.5% |
| 30D | +11.1% | -7.4% | +18.5% | +12.2% |
| 3M | +115.3% | +81.9% | +33.4% | +98.8% |
| 6M | -73.8% | +135.7% | -209.5% | -77.7% |
| YTD | -68.8% | +247.4% | -316.2% | -76.6% |
| 1Y | +43.3% | +162.3% | -118.9% | +42.9% |
| All | +43.3% | +152.2% | -108.9% | +42.9% |
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