+138.2%
IBM vs ABCL
-21.8%
+160.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.7% | -7.6% | -1.4% |
| 7D | -5.0% | -3.2% | -1.8% | -4.8% |
| 30D | +11.1% | -7.4% | +18.5% | +11.5% |
| 3M | +5.7% | +81.9% | -76.2% | -0.2% |
| 6M | +10.1% | +135.7% | -125.6% | +0.8% |
| YTD | -15.6% | +247.4% | -263.0% | -25.5% |
| 1Y | -19.5% | +162.3% | -181.8% | -27.6% |
| 3Y | +80.4% | +165.5% | -85.1% | +56.7% |
| All | +138.2% | -21.8% | +160.0% | +114.4% |
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 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