+75.9%
D vs ABCL
+139.9%
-63.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.4% | +9.2% | -0.2% |
| 7D | +6.9% | -14.9% | +21.8% | +6.9% |
| 30D | +12.3% | -15.4% | +27.7% | +12.3% |
| 3M | +3.0% | +88.0% | -85.0% | +2.7% |
| 6M | +12.8% | +138.8% | -126.0% | +12.1% |
| YTD | +22.6% | +225.4% | -202.9% | +21.4% |
| 1Y | +21.7% | +137.3% | -115.7% | +21.0% |
| All | +75.9% | +139.9% | -63.9% | +74.1% |
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 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