+379.9%
EAT vs ABCL
-26.2%
+406.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -4.0% | -3.3% | -0.7% | -3.6% |
| 30D | -2.9% | -7.1% | +4.2% | -2.3% |
| 3M | -16.9% | +4.7% | -21.6% | -18.6% |
| 6M | +57.0% | +140.9% | -83.9% | +30.7% |
| YTD | +38.2% | +236.0% | -197.8% | +6.5% |
| 1Y | +69.3% | +217.4% | -148.1% | +31.5% |
| 3Y | +483.0% | +188.7% | +294.3% | +317.3% |
| All | +379.9% | -26.2% | +406.1% | +313.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling