+222.2%
EWT vs ABCL
-81.3%
+303.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +4.0% | +0.7% | +3.3% | +3.9% |
| 30D | +10.3% | +93.1% | -82.8% | +2.7% |
| 3M | +6.1% | +79.4% | -73.4% | -1.0% |
| 6M | +56.6% | +214.9% | -158.2% | +38.1% |
| YTD | +76.6% | +234.2% | -157.6% | +53.9% |
| 1Y | +97.9% | +174.8% | -76.9% | +74.7% |
| 3Y | +198.0% | +104.5% | +93.5% | +159.4% |
| 5Y | +151.8% | -39.0% | +190.8% | +127.6% |
| All | +222.2% | -81.3% | +303.5% | +196.1% |
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