+448.7%
FIX vs ABCL
+156.0%
+292.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.7% | -1.3% | +4.3% |
| 7D | -17.5% | -3.2% | -14.3% | -16.9% |
| 30D | -41.6% | -7.4% | -34.2% | -40.8% |
| 3M | -40.6% | +81.9% | -122.5% | -47.3% |
| 6M | -49.4% | +135.7% | -185.1% | -58.2% |
| YTD | +9.2% | +247.4% | -238.2% | -17.7% |
| 1Y | +6.5% | +162.3% | -155.8% | -15.7% |
| 3Y | +448.7% | +165.5% | +283.3% | +289.8% |
| All | +448.7% | +156.0% | +292.7% | +289.8% |
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