+119.2%
GOOG vs ABCL
+196.9%
-77.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.3% |
| 7D | +2.9% | +12.4% | -9.5% | +1.9% |
| 30D | -17.8% | -0.4% | -17.4% | -17.8% |
| 3M | -19.0% | +80.4% | -99.4% | -23.2% |
| 6M | -27.9% | +138.5% | -166.4% | -33.7% |
| YTD | -8.7% | +265.5% | -274.2% | -19.5% |
| 1Y | +2.5% | +219.7% | -217.2% | -8.7% |
| 3Y | +119.2% | +209.4% | -90.2% | +85.4% |
| All | +119.2% | +196.9% | -77.7% | +85.4% |
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 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