+131.1%
EQX vs ABCL
+185.8%
-54.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -10.5% | -3.3% | -7.2% | -10.0% |
| 30D | +0.2% | -7.1% | +7.3% | +1.0% |
| 3M | -7.9% | +4.7% | -12.7% | -9.2% |
| 6M | -28.6% | +140.9% | -169.5% | -38.3% |
| YTD | -26.3% | +236.0% | -262.2% | -39.3% |
| 1Y | -20.2% | +217.4% | -237.6% | -34.1% |
| 3Y | +131.1% | +188.7% | -57.6% | +91.0% |
| All | +131.1% | +185.8% | -54.7% | +91.0% |
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