+76.3%
GEN vs ABCL
-81.3%
+157.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.2% | +0.7% | -1.9% | -1.2% |
| 30D | +10.1% | +93.1% | -82.9% | +4.6% |
| 3M | +16.1% | +79.4% | -63.4% | +10.4% |
| 6M | +38.9% | +214.9% | -176.0% | +26.6% |
| YTD | +14.4% | +234.2% | -219.8% | +3.5% |
| 1Y | +5.9% | +174.8% | -168.9% | -3.6% |
| 3Y | +58.8% | +104.5% | -45.7% | +42.6% |
| 5Y | +24.7% | -39.0% | +63.7% | +15.6% |
| All | +76.3% | -81.3% | +157.5% | +71.5% |
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