+21.8%
GEN vs ABCL
+138.2%
-116.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.9% |
| 7D | +26.9% | -10.0% | +36.8% | +27.5% |
| 30D | +38.6% | -10.9% | +49.5% | +39.3% |
| 3M | +9.7% | +101.6% | -91.9% | +0.9% |
| 6M | +58.9% | +167.5% | -108.6% | +39.7% |
| YTD | +15.3% | +259.1% | -243.7% | -4.1% |
| 1Y | +21.8% | +152.2% | -130.4% | +4.1% |
| All | +21.8% | +138.2% | -116.4% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling