+65.6%
EWJ vs ABCL
+185.8%
-120.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +4.0% | -3.3% | +7.2% | +4.2% |
| 30D | -4.3% | -7.1% | +2.9% | -3.9% |
| 3M | -6.8% | +4.7% | -11.6% | -7.6% |
| 6M | -0.9% | +140.9% | -141.8% | -9.0% |
| YTD | +14.3% | +236.0% | -221.7% | +1.4% |
| 1Y | +15.3% | +217.4% | -202.1% | +2.6% |
| 3Y | +65.6% | +188.7% | -123.1% | +40.8% |
| All | +65.6% | +185.8% | -120.2% | +40.8% |
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