-29.9%
COMP vs ABCL
-41.3%
+11.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.0% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | -13.3% | +93.1% | -106.4% | -35.3% |
| 3M | +41.1% | +79.4% | -38.3% | +6.2% |
| 6M | +17.2% | +214.9% | -197.7% | -30.4% |
| YTD | +5.2% | +234.2% | -229.0% | -40.5% |
| 1Y | +18.9% | +174.8% | -155.8% | -31.7% |
| 3Y | +215.9% | +104.5% | +111.4% | +87.9% |
| All | -29.9% | -41.3% | +11.4% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling