+83.1%
EAT vs ABCL
+198.8%
-115.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -5.9% | +2.3% | -8.2% | -6.0% |
| 30D | +0.7% | -0.7% | +1.3% | +0.8% |
| 3M | -14.2% | +33.4% | -47.6% | -15.3% |
| 6M | +40.7% | +137.8% | -97.1% | +31.6% |
| YTD | +36.0% | +264.3% | -228.4% | +17.8% |
| 1Y | +83.1% | +209.2% | -126.1% | +58.5% |
| All | +83.1% | +198.8% | -115.8% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling