+324.3%
EQT vs ABCL
-81.2%
+405.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | +1.4% | -2.3% | -0.9% |
| 30D | +6.6% | +65.1% | -58.4% | +2.4% |
| 3M | +4.4% | +111.1% | -106.7% | -1.9% |
| 6M | -10.5% | +231.6% | -242.1% | -19.0% |
| YTD | +3.7% | +234.5% | -230.8% | -6.7% |
| 1Y | +9.9% | +174.3% | -164.5% | -0.1% |
| 3Y | +35.4% | +111.5% | -76.1% | +21.4% |
| 5Y | +189.2% | -37.3% | +226.5% | +177.6% |
| All | +324.3% | -81.2% | +405.6% | +349.5% |
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