+23.1%
ED vs ABCL
+189.1%
-166.0%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | 0.0% |
| 7D | -1.7% | +4.4% | -6.1% | -1.5% |
| 30D | +10.7% | -7.9% | +18.5% | +10.5% |
| 3M | +11.6% | +12.2% | -0.6% | +12.4% |
| 6M | +13.5% | +134.7% | -121.2% | +18.7% |
| YTD | +23.1% | +239.8% | -216.6% | +30.6% |
| 1Y | +23.1% | +192.7% | -169.6% | +29.9% |
| All | +23.1% | +189.1% | -166.0% | +29.9% |
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