+12.9%
D vs ABCL
-81.3%
+94.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | -3.6% | +93.1% | -96.6% | -4.1% |
| 3M | -1.0% | +79.4% | -80.4% | -1.5% |
| 6M | +6.3% | +214.9% | -208.6% | +5.1% |
| YTD | +14.7% | +234.2% | -219.5% | +13.2% |
| 1Y | +16.9% | +174.8% | -157.8% | +15.5% |
| 3Y | +56.8% | +104.5% | -47.7% | +54.3% |
| 5Y | +5.2% | -39.0% | +44.2% | +2.2% |
| All | +12.9% | -81.3% | +94.2% | +8.6% |
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