+23.7%
EXC vs ABCL
+104.5%
-80.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | -3.7% | +93.1% | -96.8% | -2.9% |
| 3M | -1.3% | +79.4% | -80.7% | -0.4% |
| 6M | -9.7% | +214.9% | -224.6% | -8.8% |
| YTD | +2.9% | +234.2% | -231.3% | +3.8% |
| 1Y | +4.4% | +174.8% | -170.4% | +5.3% |
| All | +23.7% | +104.5% | -80.8% | +27.9% |
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