+10.1%
IBM vs ABCL
+157.7%
-147.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -1.3% |
| 6M | +10.1% | +135.7% | -125.6% | -7.4% |
| All | +10.1% | +157.7% | -147.6% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling