+123.8%
CAPR vs ABCL
-81.3%
+205.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | +139.2% | +93.1% | +46.1% | +106.5% |
| 3M | -66.4% | +79.4% | -145.8% | -71.0% |
| 6M | -63.1% | +214.9% | -278.0% | -72.4% |
| YTD | -67.4% | +234.2% | -301.6% | -76.2% |
| 1Y | +58.2% | +174.8% | -116.5% | +18.8% |
| 3Y | +42.2% | +104.5% | -62.3% | +5.2% |
| 5Y | +87.3% | -39.0% | +126.3% | +53.5% |
| All | +123.8% | -81.3% | +205.1% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling