+14.2%
ETN vs ABCL
+145.5%
-131.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.9% | -0.8% |
| 7D | +3.0% | -9.6% | +12.6% | +4.2% |
| 30D | -10.9% | +7.2% | -18.1% | -11.9% |
| 3M | +9.2% | +105.5% | -96.3% | -3.1% |
| 6M | +13.9% | +193.0% | -179.1% | -5.7% |
| YTD | +29.5% | +205.8% | -176.3% | +4.4% |
| 1Y | +14.2% | +144.4% | -130.2% | -3.1% |
| All | +14.2% | +145.5% | -131.3% | -3.1% |
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