+52.3%
GM vs ABCL
+186.8%
-134.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +1.7% | +0.7% | +1.0% | +1.7% |
| 30D | -1.6% | +93.1% | -94.6% | -3.3% |
| 3M | +5.7% | +79.4% | -73.8% | +3.8% |
| 6M | +12.2% | +214.9% | -202.7% | +7.6% |
| YTD | +8.4% | +234.2% | -225.8% | +4.1% |
| 1Y | +52.3% | +174.8% | -122.5% | +41.6% |
| All | +52.3% | +186.8% | -134.5% | +41.6% |
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