+3.2%
ES vs ABCL
+127.6%
-124.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.4% | +11.4% | +2.0% |
| 7D | +5.9% | -14.9% | +20.8% | +5.9% |
| 30D | +10.2% | -15.4% | +25.6% | +10.2% |
| 3M | +0.4% | +88.0% | -87.6% | -0.8% |
| 6M | +6.9% | +138.8% | -132.0% | +4.5% |
| YTD | +10.5% | +225.4% | -214.9% | +6.2% |
| 1Y | +3.2% | +137.3% | -134.1% | +0.4% |
| All | +3.2% | +127.6% | -124.4% | +0.4% |
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