+6.8%
EW vs ABCL
-81.3%
+88.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +1.0% | +93.1% | -92.0% | -4.2% |
| 3M | +2.8% | +79.4% | -76.6% | -2.4% |
| 6M | +5.5% | +214.9% | -209.4% | -4.3% |
| YTD | +5.5% | +234.2% | -228.8% | -5.2% |
| 1Y | +11.0% | +174.8% | -163.7% | +0.4% |
| 3Y | +17.7% | +104.5% | -86.8% | +6.0% |
| 5Y | -25.7% | -39.0% | +13.3% | -30.4% |
| All | +6.8% | -81.3% | +88.1% | -0.3% |
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