+29.7%
EQX vs ABCL
-81.3%
+110.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | +24.4% | +93.1% | -68.7% | +13.5% |
| 3M | +11.6% | +79.4% | -67.8% | +2.3% |
| 6M | -25.0% | +214.9% | -239.9% | -36.0% |
| YTD | -8.4% | +234.2% | -242.6% | -22.7% |
| 1Y | +43.4% | +174.8% | -131.4% | +22.8% |
| 3Y | +162.0% | +104.5% | +57.5% | +123.4% |
| 5Y | +70.1% | -39.0% | +109.2% | +54.9% |
| All | +29.7% | -81.3% | +110.9% | +15.3% |
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