+89.3%
CSCO vs ABCL
+156.0%
-66.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.7% | -8.7% | -2.3% |
| 7D | -10.2% | -3.2% | -7.0% | -10.1% |
| 30D | -20.1% | -7.4% | -12.6% | -19.8% |
| 3M | -22.4% | +81.9% | -104.3% | -25.0% |
| 6M | +2.8% | +135.7% | -132.9% | -2.5% |
| YTD | +23.6% | +247.4% | -223.8% | +13.6% |
| 1Y | +34.0% | +162.3% | -128.2% | +25.1% |
| 3Y | +89.3% | +165.5% | -76.2% | +65.0% |
| All | +89.3% | +156.0% | -66.8% | +65.0% |
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