+54.0%
EWZ vs ABCL
-81.3%
+135.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +6.5% | +0.7% | +5.8% | +6.4% |
| 30D | +4.8% | +93.1% | -88.2% | -1.6% |
| 3M | +9.9% | +79.4% | -69.5% | +3.3% |
| 6M | +1.9% | +214.9% | -212.9% | -9.3% |
| YTD | +20.3% | +234.2% | -213.9% | +5.9% |
| 1Y | +35.6% | +174.8% | -139.1% | +20.6% |
| 3Y | +43.4% | +104.5% | -61.0% | +26.3% |
| 5Y | +55.9% | -39.0% | +95.0% | +46.1% |
| All | +54.0% | -81.3% | +135.2% | +60.2% |
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