+13.1%
ED vs ABCL
+120.4%
-107.3%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.4% | +10.3% | +0.5% |
| 7D | +5.2% | -14.9% | +20.1% | +4.5% |
| 30D | +15.5% | -15.4% | +30.9% | +14.9% |
| 3M | +13.0% | +88.0% | -75.0% | +15.6% |
| 6M | +13.1% | +138.8% | -125.7% | +18.5% |
| All | +13.1% | +120.4% | -107.3% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling