+165.0%
EXEL vs ABCL
+104.5%
+60.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +8.4% | +0.7% | +7.7% | +8.3% |
| 30D | +4.1% | +93.1% | -89.0% | 0.0% |
| 3M | +12.4% | +79.4% | -67.0% | +8.2% |
| 6M | +41.5% | +214.9% | -173.3% | +31.3% |
| YTD | +34.6% | +234.2% | -199.6% | +24.1% |
| 1Y | +57.9% | +174.8% | -116.9% | +45.9% |
| All | +165.0% | +104.5% | +60.5% | +135.7% |
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