+285.0%
GOOGL vs ABCL
-81.3%
+366.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.9% |
| 3M | -8.9% | +79.4% | -88.4% | -15.0% |
| 6M | +11.9% | +214.9% | -203.0% | -1.7% |
| YTD | +8.3% | +234.2% | -225.9% | -6.0% |
| 1Y | +46.2% | +174.8% | -128.6% | +28.5% |
| 3Y | +151.9% | +104.5% | +47.4% | +118.7% |
| 5Y | +137.7% | -39.0% | +176.7% | +119.1% |
| All | +285.0% | -81.3% | +366.3% | +263.3% |
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