+91.0%
EWY vs ABCL
-21.8%
+112.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.7% | -2.7% | +3.0% |
| 7D | -10.4% | -3.2% | -7.2% | -9.9% |
| 30D | -25.4% | -7.4% | -18.0% | -24.5% |
| 3M | -16.5% | +81.9% | -98.4% | -24.8% |
| 6M | -24.7% | +135.7% | -160.4% | -35.4% |
| YTD | +40.9% | +247.4% | -206.4% | +13.6% |
| 1Y | +49.8% | +162.3% | -112.4% | +24.8% |
| 3Y | +134.8% | +165.5% | -30.7% | +85.7% |
| All | +91.0% | -21.8% | +112.8% | +65.1% |
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 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