+70.5%
EXEL vs ABCL
+152.2%
-81.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.7% | -5.5% | +0.7% |
| 7D | +0.3% | -3.2% | +3.4% | +0.4% |
| 30D | +19.0% | -7.4% | +26.4% | +19.4% |
| 3M | +33.3% | +81.9% | -48.7% | +26.0% |
| 6M | +42.9% | +135.7% | -92.9% | +28.7% |
| YTD | +58.7% | +247.4% | -188.6% | +33.8% |
| 1Y | +70.5% | +162.3% | -91.7% | +49.4% |
| All | +70.5% | +152.2% | -81.7% | +49.4% |
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