+42.2%
COMP vs ABCL
+176.3%
-134.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.8% | +6.9% | +7.6% |
| 7D | +9.5% | -10.0% | +19.5% | +11.5% |
| 30D | +8.1% | -10.9% | +19.0% | +10.0% |
| 3M | -16.3% | +101.6% | -118.0% | -31.9% |
| 6M | +42.2% | +167.5% | -125.3% | -4.3% |
| All | +42.2% | +176.3% | -134.1% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling