+236.1%
EXEL vs ABCL
+206.1%
+30.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.4% | +2.3% | -4.7% | -2.5% |
| 30D | +17.9% | -0.7% | +18.6% | +17.8% |
| 3M | +33.3% | +33.4% | -0.1% | +30.9% |
| 6M | +46.6% | +137.8% | -91.2% | +38.2% |
| YTD | +61.0% | +264.3% | -203.3% | +48.0% |
| 1Y | +70.4% | +209.2% | -138.7% | +57.5% |
| 3Y | +236.1% | +208.4% | +27.7% | +218.3% |
| All | +236.1% | +206.1% | +30.0% | +218.3% |
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