+65.9%
EW vs ABCL
+185.8%
-120.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | +4.9% | -3.3% | +8.2% | +5.1% |
| 30D | +23.9% | -7.1% | +31.1% | +24.2% |
| 3M | +15.8% | +4.7% | +11.0% | +15.1% |
| 6M | +31.7% | +140.9% | -109.2% | +24.5% |
| YTD | +25.7% | +236.0% | -210.3% | +16.2% |
| 1Y | +24.4% | +217.4% | -193.0% | +15.3% |
| 3Y | +65.9% | +188.7% | -122.8% | +53.8% |
| All | +65.9% | +185.8% | -120.0% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling