+420.4%
FIX vs ABCL
+139.9%
+280.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.4% | -2.2% | -9.9% |
| 7D | -27.2% | -14.9% | -12.3% | -25.1% |
| 30D | -46.9% | -15.4% | -31.6% | -45.4% |
| 3M | -44.4% | +88.0% | -132.4% | -51.2% |
| 6M | -50.9% | +138.8% | -189.7% | -59.6% |
| YTD | +3.5% | +225.4% | -221.9% | -21.1% |
| 1Y | -2.1% | +137.3% | -139.4% | -21.1% |
| All | +420.4% | +139.9% | +280.5% | +273.9% |
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 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