-6.7%
EFX vs ABCL
+138.2%
-145.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.4% |
| 7D | +9.2% | -10.0% | +19.2% | +9.2% |
| 30D | +34.8% | -10.9% | +45.7% | +35.1% |
| 3M | +8.8% | +101.6% | -92.8% | +6.5% |
| 6M | +12.3% | +167.5% | -155.2% | +7.4% |
| YTD | -10.6% | +259.1% | -269.7% | -15.8% |
| 1Y | -6.7% | +152.2% | -158.9% | -10.8% |
| All | -6.7% | +138.2% | -145.0% | -10.8% |
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