+44.5%
F vs ABCL
+139.9%
-95.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.4% | +8.3% | -0.3% |
| 7D | +1.4% | -14.9% | +16.3% | +2.7% |
| 30D | +2.0% | -15.4% | +17.4% | +3.2% |
| 3M | -10.4% | +88.0% | -98.4% | -17.1% |
| 6M | +9.7% | +138.8% | -129.1% | -2.5% |
| YTD | -1.2% | +225.4% | -226.6% | -16.3% |
| 1Y | 0.0% | +137.3% | -137.3% | -12.2% |
| All | +44.5% | +139.9% | -95.4% | +18.0% |
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