+102.7%
EWT vs ABCL
-21.8%
+124.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.7% | -2.8% | +3.1% |
| 7D | -11.7% | -3.2% | -8.6% | -11.4% |
| 30D | -23.2% | -7.4% | -15.8% | -22.6% |
| 3M | -12.5% | +81.9% | -94.4% | -19.3% |
| 6M | -5.9% | +135.7% | -141.6% | -16.8% |
| YTD | +40.5% | +247.4% | -206.9% | +17.7% |
| 1Y | +43.7% | +162.3% | -118.5% | +23.9% |
| 3Y | +136.6% | +165.5% | -28.8% | +94.6% |
| All | +102.7% | -21.8% | +124.4% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling