+43.2%
EOG vs ABCL
+185.8%
-142.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +1.8% |
| 7D | +7.6% | -3.3% | +10.9% | +7.7% |
| 30D | +3.4% | -7.1% | +10.5% | +3.5% |
| 3M | +12.7% | +4.7% | +8.0% | +12.2% |
| 6M | +19.0% | +140.9% | -121.9% | +14.8% |
| YTD | +55.6% | +236.0% | -180.4% | +46.7% |
| 1Y | +49.5% | +217.4% | -167.9% | +41.4% |
| 3Y | +43.2% | +188.7% | -145.5% | +27.0% |
| All | +43.2% | +185.8% | -142.7% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling