+148.5%
GOOG vs ABCL
+109.3%
+39.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -6.8% | +93.1% | -99.9% | -12.3% |
| 3M | -9.1% | +79.4% | -88.5% | -14.3% |
| 6M | +10.7% | +214.9% | -204.2% | -1.3% |
| YTD | +7.1% | +234.2% | -227.1% | -5.5% |
| 1Y | +44.6% | +174.8% | -130.1% | +29.2% |
| All | +148.5% | +109.3% | +39.2% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling