+69.7%
EWJ vs ABCL
-81.3%
+151.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +2.5% | +0.7% | +1.8% | +2.5% |
| 30D | +3.3% | +93.1% | -89.8% | -1.9% |
| 3M | +5.0% | +79.4% | -74.5% | -0.2% |
| 6M | +11.5% | +214.9% | -203.3% | +1.5% |
| YTD | +22.4% | +234.2% | -211.8% | +10.4% |
| 1Y | +30.2% | +174.8% | -144.6% | +18.4% |
| 3Y | +72.8% | +104.5% | -31.7% | +55.5% |
| 5Y | +54.1% | -39.0% | +93.1% | +43.1% |
| All | +69.7% | -81.3% | +151.0% | +59.8% |
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 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