-54.0%
GME vs ABCL
-21.8%
-32.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.7% | -2.8% | +2.0% |
| 7D | +3.7% | -3.2% | +6.9% | +4.3% |
| 30D | +2.2% | -7.4% | +9.6% | +3.5% |
| 3M | +30.6% | +81.9% | -51.3% | +3.3% |
| 6M | -0.2% | +135.7% | -135.9% | -30.9% |
| YTD | +25.1% | +247.4% | -222.3% | -27.7% |
| 1Y | +17.7% | +162.3% | -144.6% | -25.2% |
| 3Y | +85.7% | +165.5% | -79.8% | +2.7% |
| All | -54.0% | -21.8% | -32.3% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling