+3.2%
ES vs ABCL
-81.3%
+84.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | -2.0% | +93.1% | -95.0% | -3.8% |
| 3M | +1.7% | +79.4% | -77.8% | -0.2% |
| 6M | -3.5% | +214.9% | -218.4% | -7.0% |
| YTD | +7.9% | +234.2% | -226.3% | +3.6% |
| 1Y | +17.2% | +174.8% | -157.6% | +12.9% |
| 3Y | +29.3% | +104.5% | -75.2% | +23.9% |
| 5Y | -5.7% | -39.0% | +33.3% | -10.1% |
| All | +3.2% | -81.3% | +84.5% | +1.2% |
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