+118.4%
GM vs ABCL
-81.3%
+199.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +1.9% | +0.7% | +1.2% | +1.9% |
| 30D | -1.4% | +93.1% | -94.4% | -8.3% |
| 3M | +5.9% | +79.4% | -73.5% | -1.5% |
| 6M | +12.4% | +214.9% | -202.5% | -2.1% |
| YTD | +8.6% | +234.2% | -225.6% | -6.7% |
| 1Y | +52.6% | +174.8% | -122.1% | +32.2% |
| 3Y | +169.7% | +104.5% | +65.2% | +130.5% |
| 5Y | +87.5% | -39.0% | +126.6% | +69.9% |
| All | +118.4% | -81.3% | +199.7% | +113.8% |
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