-44.8%
COMP vs ABCL
-68.5%
+23.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.5% |
| 3M | +41.1% | +79.4% | -38.3% | +9.2% |
| 6M | +17.2% | +214.9% | -197.7% | -26.6% |
| YTD | +5.2% | +234.2% | -229.0% | -36.8% |
| 1Y | +18.9% | +174.8% | -155.8% | -27.4% |
| 3Y | +215.9% | +104.5% | +111.4% | +97.6% |
| 5Y | -31.2% | -39.0% | +7.8% | -43.9% |
| All | -44.8% | -68.5% | +23.7% | -57.1% |
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 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