+51.9%
EWY vs ABCL
+199.8%
-147.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +2.5% |
| 7D | -6.3% | +12.4% | -18.7% | -8.6% |
| 30D | -19.8% | -0.4% | -19.5% | -19.8% |
| 3M | -14.4% | +80.4% | -94.8% | -25.6% |
| 6M | -25.3% | +138.5% | -163.8% | -40.9% |
| YTD | +46.2% | +265.5% | -219.3% | +3.6% |
| All | +51.9% | +199.8% | -147.9% | +9.5% |
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