+253.4%
EOG vs ABCL
-81.3%
+334.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | +1.3% | +0.7% | +0.6% | +1.3% |
| 30D | +8.2% | +93.1% | -84.9% | +6.1% |
| 3M | +3.8% | +79.4% | -75.6% | +1.9% |
| 6M | +15.3% | +214.9% | -199.6% | +11.2% |
| YTD | +41.7% | +234.2% | -192.5% | +35.9% |
| 1Y | +23.6% | +174.8% | -151.2% | +19.0% |
| 3Y | +23.3% | +104.5% | -81.2% | +16.9% |
| 5Y | +170.4% | -39.0% | +209.4% | +154.9% |
| All | +253.4% | -81.3% | +334.6% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling