+214.7%
CAPR vs ABCL
+156.0%
+58.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.7% | -2.1% | +2.9% |
| 7D | +41.1% | -3.2% | +44.2% | +41.7% |
| 30D | +11.1% | -7.4% | +18.5% | +12.4% |
| 3M | +115.3% | +81.9% | +33.4% | +83.3% |
| 6M | -73.8% | +135.7% | -209.5% | -80.0% |
| YTD | -68.8% | +247.4% | -316.2% | -79.2% |
| 1Y | +43.3% | +162.3% | -118.9% | +2.7% |
| 3Y | +214.7% | +165.5% | +49.2% | +102.8% |
| All | +214.7% | +156.0% | +58.7% | +102.8% |
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