+390.5%
GE vs ABCL
-21.8%
+412.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.7% | -4.0% | +2.1% |
| 7D | +7.1% | -3.2% | +10.3% | +7.3% |
| 30D | +6.5% | -7.4% | +13.9% | +6.9% |
| 3M | -13.6% | +81.9% | -95.5% | -19.7% |
| 6M | +6.0% | +135.7% | -129.7% | -5.1% |
| YTD | +5.4% | +247.4% | -242.0% | -10.1% |
| 1Y | +6.5% | +162.3% | -155.8% | -6.9% |
| 3Y | +268.6% | +165.5% | +103.1% | +208.5% |
| All | +390.5% | -21.8% | +412.3% | +333.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling