+200.7%
CAPR vs ABCL
+139.9%
+60.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.4% | +5.8% | -1.2% |
| 7D | +29.7% | -14.9% | +44.6% | +34.8% |
| 30D | +11.0% | -15.4% | +26.3% | +14.9% |
| 3M | +118.8% | +88.0% | +30.8% | +84.8% |
| 6M | -73.9% | +138.8% | -212.7% | -80.2% |
| YTD | -70.2% | +225.4% | -295.6% | -79.8% |
| 1Y | +38.3% | +137.3% | -99.0% | +1.8% |
| All | +200.7% | +139.9% | +60.8% | +97.1% |
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