-26.0%
DOW vs ABCL
-81.3%
+55.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.9% |
| 7D | -2.4% | +0.7% | -3.1% | -2.4% |
| 30D | +0.4% | +93.1% | -92.7% | -5.4% |
| 3M | -14.4% | +79.4% | -93.8% | -19.3% |
| 6M | -7.0% | +214.9% | -221.9% | -17.4% |
| YTD | +30.2% | +234.2% | -204.0% | +14.1% |
| 1Y | +29.2% | +174.8% | -145.6% | +15.0% |
| 3Y | -36.7% | +104.5% | -141.2% | -45.0% |
| 5Y | -37.7% | -39.0% | +1.3% | -44.4% |
| All | -26.0% | -81.3% | +55.3% | -30.0% |
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 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