-25.6%
EFX vs ABCL
+186.8%
-212.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -6.3% |
| 7D | -8.6% | +0.7% | -9.3% | -8.7% |
| 30D | +0.1% | +93.1% | -93.0% | -2.8% |
| 3M | +3.8% | +79.4% | -75.6% | +1.3% |
| 6M | -13.5% | +214.9% | -228.4% | -19.8% |
| YTD | -17.7% | +234.2% | -251.9% | -24.1% |
| 1Y | -25.6% | +174.8% | -200.3% | -31.0% |
| All | -25.6% | +186.8% | -212.4% | -31.0% |
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 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