-4.9%
EQT vs ABCL
+138.2%
-143.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.2% |
| 7D | -6.6% | -10.0% | +3.4% | -6.4% |
| 30D | +2.7% | -10.9% | +13.6% | +3.0% |
| 3M | -0.2% | +101.6% | -101.8% | -2.8% |
| 6M | -10.6% | +167.5% | -178.1% | -12.5% |
| YTD | -1.2% | +259.1% | -260.2% | -4.2% |
| 1Y | -4.9% | +152.2% | -157.0% | -5.6% |
| All | -4.9% | +138.2% | -143.1% | -5.6% |
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