+331.6%
EAT vs ABCL
-81.3%
+412.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | +1.9% | +93.1% | -91.2% | -7.0% |
| 3M | +68.7% | +79.4% | -10.8% | +53.8% |
| 6M | +66.9% | +214.9% | -148.0% | +39.5% |
| YTD | +60.4% | +234.2% | -173.8% | +32.0% |
| 1Y | +44.0% | +174.8% | -130.8% | +19.8% |
| 3Y | +604.7% | +104.5% | +500.2% | +478.5% |
| 5Y | +347.0% | -39.0% | +386.0% | +292.0% |
| All | +331.6% | -81.3% | +412.9% | +334.0% |
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