+27.8%
INTC vs ABCL
-26.2%
+54.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | +6.0% | -3.3% | +9.3% | +6.7% |
| 30D | -39.2% | -7.1% | -32.1% | -37.8% |
| 3M | -42.9% | +4.7% | -47.7% | -43.6% |
| 6M | -50.4% | +140.9% | -191.3% | -60.1% |
| YTD | +61.7% | +236.0% | -174.3% | +20.8% |
| 1Y | +66.1% | +217.4% | -151.3% | +25.3% |
| 3Y | +58.1% | +188.7% | -130.5% | +12.0% |
| All | +27.8% | -26.2% | +54.0% | +6.7% |
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