+55.5%
EWT vs ABCL
+189.1%
-133.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.2% | -2.5% |
| 7D | +13.2% | +4.4% | +8.8% | +12.5% |
| 30D | -14.3% | -7.9% | -6.4% | -13.4% |
| 3M | -8.4% | +12.2% | -20.6% | -10.1% |
| 6M | +3.7% | +134.7% | -131.0% | -10.6% |
| YTD | +53.1% | +239.8% | -186.7% | +21.9% |
| 1Y | +55.5% | +192.7% | -137.2% | +27.4% |
| All | +55.5% | +189.1% | -133.5% | +27.4% |
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