+3,131.4%
FIX vs ABCL
-81.3%
+3,212.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +6.0% | +0.7% | +5.3% | +5.9% |
| 30D | -7.2% | +93.1% | -100.3% | -14.9% |
| 3M | -15.9% | +79.4% | -95.3% | -22.6% |
| 6M | +12.7% | +214.9% | -202.1% | -3.5% |
| YTD | +72.8% | +234.2% | -161.4% | +45.9% |
| 1Y | +122.9% | +174.8% | -51.9% | +91.5% |
| 3Y | +774.3% | +104.5% | +669.8% | +632.9% |
| 5Y | +2,049.5% | -39.0% | +2,088.5% | +1,714.0% |
| All | +3,131.4% | -81.3% | +3,212.7% | +2,615.7% |
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 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