-8.2%
EW vs ABCL
-26.2%
+18.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +4.9% | -3.3% | +8.2% | +5.2% |
| 30D | +23.9% | -7.1% | +31.1% | +24.4% |
| 3M | +15.8% | +4.7% | +11.0% | +14.5% |
| 6M | +31.7% | +140.9% | -109.2% | +19.0% |
| YTD | +25.7% | +236.0% | -210.3% | +9.0% |
| 1Y | +24.4% | +217.4% | -193.0% | +8.4% |
| 3Y | +65.9% | +188.7% | -122.8% | +38.4% |
| All | -8.2% | -26.2% | +18.0% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling