+144.6%
IBM vs ABCL
-12.4%
+157.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -1.5% | +2.3% | -3.8% | -1.7% |
| 30D | +8.4% | -0.7% | +9.1% | +8.2% |
| 3M | +4.2% | +33.4% | -29.2% | +1.2% |
| 6M | +7.9% | +137.8% | -129.9% | -1.2% |
| YTD | -15.2% | +264.3% | -279.5% | -25.4% |
| 1Y | -18.7% | +209.2% | -227.9% | -27.7% |
| 3Y | +79.2% | +208.4% | -129.2% | +54.2% |
| All | +144.6% | -12.4% | +157.0% | +118.7% |
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