+30.2%
EXC vs ABCL
+139.9%
-109.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.4% | +10.0% | +0.4% |
| 7D | +1.4% | -14.9% | +16.3% | +1.1% |
| 30D | +11.6% | -15.4% | +27.0% | +11.4% |
| 3M | +2.7% | +88.0% | -85.4% | +3.9% |
| 6M | +2.7% | +138.8% | -136.2% | +4.2% |
| YTD | +9.7% | +225.4% | -215.7% | +11.6% |
| 1Y | +4.5% | +137.3% | -132.8% | +6.3% |
| All | +30.2% | +139.9% | -109.7% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling