+101.3%
CSCO vs ABCL
+206.1%
-104.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.7% | +2.3% | -7.0% | -4.8% |
| 30D | -17.1% | -0.7% | -16.4% | -17.1% |
| 3M | -19.6% | +33.4% | -53.0% | -21.0% |
| 6M | +2.4% | +137.8% | -135.4% | -2.8% |
| YTD | +29.8% | +264.3% | -234.6% | +19.1% |
| 1Y | +38.7% | +209.2% | -170.5% | +28.4% |
| 3Y | +101.3% | +208.4% | -107.1% | +70.9% |
| All | +101.3% | +206.1% | -104.8% | +70.9% |
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