+475.8%
GME vs ABCL
-81.3%
+557.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +7.2% | +0.7% | +6.5% | +7.0% |
| 30D | +0.8% | +93.1% | -92.3% | -19.9% |
| 3M | -14.0% | +79.4% | -93.4% | -31.6% |
| 6M | -19.7% | +214.9% | -234.6% | -48.2% |
| YTD | -4.6% | +234.2% | -238.8% | -41.4% |
| 1Y | -14.3% | +174.8% | -189.1% | -45.4% |
| 3Y | +4.0% | +104.5% | -100.5% | -32.8% |
| 5Y | -62.2% | -39.0% | -23.2% | -65.1% |
| All | +475.8% | -81.3% | +557.1% | +848.3% |
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