+241.8%
ETN vs ABCL
-81.0%
+322.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.2% |
| 7D | +10.1% | +4.4% | +5.7% | +9.7% |
| 30D | -15.9% | -7.9% | -8.1% | -15.3% |
| 3M | -21.7% | +12.2% | -33.9% | -22.8% |
| 6M | -10.1% | +134.7% | -144.8% | -18.0% |
| YTD | +14.0% | +239.8% | -225.7% | 0.0% |
| 1Y | -1.7% | +192.7% | -194.4% | -12.8% |
| 3Y | +67.9% | +187.6% | -119.7% | +43.6% |
| 5Y | +125.5% | -22.6% | +148.2% | +100.2% |
| All | +241.8% | -81.0% | +322.8% | +220.9% |
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