+45.0%
GOOGL vs ABCL
+170.9%
-125.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -2.3% | +0.7% | -3.0% | -2.3% |
| 30D | -6.6% | +93.1% | -99.6% | -11.3% |
| 3M | -8.9% | +79.4% | -88.4% | -13.3% |
| 6M | +11.9% | +214.9% | -203.0% | +0.6% |
| YTD | +8.3% | +234.2% | -225.9% | -2.9% |
| All | +45.0% | +170.9% | -125.9% | +35.6% |
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