+197.0%
EXEL vs ABCL
-81.3%
+278.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | +12.4% | +79.4% | -67.0% | +7.2% |
| 6M | +41.5% | +214.9% | -173.3% | +29.3% |
| YTD | +34.6% | +234.2% | -199.6% | +22.0% |
| 1Y | +57.9% | +174.8% | -116.9% | +43.9% |
| 3Y | +159.5% | +104.5% | +55.0% | +136.3% |
| 5Y | +198.5% | -39.0% | +237.5% | +183.2% |
| All | +197.0% | -81.3% | +278.2% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling