+81.0%
GEN vs ABCL
+156.0%
-75.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.7% | -9.4% | -3.1% |
| 7D | +2.3% | -3.2% | +5.4% | +2.4% |
| 30D | +33.1% | -7.4% | +40.5% | +33.3% |
| 3M | +6.5% | +81.9% | -75.4% | -0.6% |
| 6M | +53.8% | +135.7% | -81.9% | +38.9% |
| YTD | +11.2% | +247.4% | -236.1% | -3.9% |
| 1Y | +19.4% | +162.3% | -142.9% | +5.3% |
| 3Y | +81.0% | +165.5% | -84.4% | +57.9% |
| All | +81.0% | +156.0% | -75.0% | +57.9% |
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