+50.3%
EW vs ABCL
+139.9%
-89.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.4% | +10.8% | +1.9% |
| 7D | +6.8% | -14.9% | +21.7% | +7.6% |
| 30D | +16.6% | -15.4% | +31.9% | +17.4% |
| 3M | +13.3% | +88.0% | -74.7% | +8.9% |
| 6M | +21.6% | +138.8% | -117.2% | +14.8% |
| YTD | +18.3% | +225.4% | -207.2% | +9.4% |
| 1Y | +21.7% | +137.3% | -115.6% | +13.9% |
| All | +50.3% | +139.9% | -89.6% | +39.0% |
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