+18.2%
EWJ vs ABCL
+138.2%
-120.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -1.2% | -10.0% | +8.8% | -0.5% |
| 30D | -5.5% | -10.9% | +5.4% | -4.9% |
| 3M | -0.8% | +101.6% | -102.4% | -6.9% |
| 6M | +7.1% | +167.5% | -160.4% | -3.5% |
| YTD | +16.9% | +259.1% | -242.2% | +1.2% |
| 1Y | +18.2% | +152.2% | -134.0% | +5.3% |
| All | +18.2% | +138.2% | -120.0% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling