+101.1%
GOOGL vs ABCL
-26.2%
+127.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +3.9% | -3.3% | +7.1% | +4.2% |
| 30D | -14.9% | -7.1% | -7.8% | -14.4% |
| 3M | -14.6% | +4.7% | -19.3% | -15.6% |
| 6M | -26.4% | +140.9% | -167.3% | -35.3% |
| YTD | -5.3% | +236.0% | -241.3% | -21.1% |
| 1Y | +6.5% | +217.4% | -211.0% | -10.7% |
| 3Y | +126.0% | +188.7% | -62.6% | +79.3% |
| All | +101.1% | -26.2% | +127.3% | +89.5% |
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