+522.3%
GE vs ABCL
-81.3%
+603.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | -11.6% | +93.1% | -104.6% | -15.9% |
| 3M | +3.0% | +79.4% | -76.4% | -1.9% |
| 6M | -0.5% | +214.9% | -215.4% | -8.9% |
| YTD | +9.7% | +234.2% | -224.5% | -0.3% |
| 1Y | +20.0% | +174.8% | -154.7% | +9.9% |
| 3Y | +275.8% | +104.5% | +171.4% | +240.7% |
| 5Y | +429.1% | -39.0% | +468.1% | +374.6% |
| All | +522.3% | -81.3% | +603.5% | +452.4% |
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