+92.0%
EXEL vs ABCL
+138.2%
-46.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +9.8% | -10.0% | +19.7% | +10.4% |
| 30D | +23.6% | -10.9% | +34.5% | +24.4% |
| 3M | +29.9% | +101.6% | -71.7% | +22.1% |
| 6M | +64.7% | +167.5% | -102.8% | +47.5% |
| YTD | +66.0% | +259.1% | -193.1% | +42.0% |
| 1Y | +92.0% | +152.2% | -60.2% | +70.5% |
| All | +92.0% | +138.2% | -46.3% | +70.5% |
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 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