+2.1%
EWZ vs ABCL
+198.4%
-196.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +0.8% | -3.3% | +4.0% | +0.9% |
| 30D | -24.4% | -7.1% | -17.3% | -24.2% |
| 3M | -4.6% | +4.7% | -9.3% | -5.5% |
| 6M | -11.6% | +140.9% | -152.4% | -20.7% |
| YTD | +2.4% | +236.0% | -233.6% | -13.3% |
| 1Y | +2.1% | +217.4% | -215.3% | -12.8% |
| All | +2.1% | +198.4% | -196.4% | -12.8% |
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