+17.7%
GME vs ABCL
+152.2%
-134.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.7% | -2.8% | +3.5% |
| 7D | +3.7% | -3.2% | +6.9% | +3.8% |
| 30D | +2.2% | -7.4% | +9.6% | +2.4% |
| 3M | +30.6% | +81.9% | -51.3% | +26.3% |
| 6M | -0.2% | +135.7% | -135.9% | -5.9% |
| YTD | +25.1% | +247.4% | -222.3% | +15.9% |
| 1Y | +17.7% | +162.3% | -144.6% | +11.6% |
| All | +17.7% | +152.2% | -134.6% | +11.6% |
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