+121.3%
GM vs ABCL
-80.4%
+201.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.6% |
| 7D | -3.8% | -2.7% | -1.1% | -3.6% |
| 30D | +7.9% | -5.4% | +13.3% | +8.1% |
| 3M | -0.3% | +22.4% | -22.7% | -3.1% |
| 6M | +18.6% | +127.6% | -109.0% | +6.6% |
| YTD | +10.0% | +249.4% | -239.4% | -6.4% |
| 1Y | +25.9% | +198.0% | -172.1% | +8.8% |
| 3Y | +241.2% | +195.8% | +45.4% | +179.6% |
| 5Y | +50.0% | -20.6% | +70.6% | +33.7% |
| All | +121.3% | -80.4% | +201.7% | +114.4% |
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