+614.7%
EAT vs ABCL
+105.4%
+509.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | -4.9% | +1.4% | -6.3% | -5.0% |
| 30D | -1.2% | +65.1% | -66.3% | -6.5% |
| 3M | +52.2% | +111.1% | -58.8% | +39.2% |
| 6M | +65.0% | +231.6% | -166.6% | +40.9% |
| YTD | +55.0% | +234.5% | -179.5% | +31.3% |
| 1Y | +42.1% | +174.3% | -132.3% | +21.2% |
| 3Y | +614.7% | +111.5% | +503.3% | +476.3% |
| All | +614.7% | +105.4% | +509.3% | +476.3% |
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