+303.8%
ETN vs ABCL
-82.1%
+385.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +3.6% |
| 7D | +3.5% | -4.7% | +8.3% | +4.0% |
| 30D | -7.5% | +5.2% | -12.7% | -8.1% |
| 3M | +8.3% | +106.6% | -98.3% | +0.4% |
| 6M | +20.2% | +198.4% | -178.2% | +7.4% |
| YTD | +34.7% | +218.4% | -183.8% | +19.0% |
| 1Y | +19.4% | +136.2% | -116.8% | +7.6% |
| 3Y | +85.5% | +103.2% | -17.7% | +61.8% |
| 5Y | +186.6% | -42.7% | +229.3% | +156.4% |
| All | +303.8% | -82.1% | +385.9% | +281.7% |
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