+113.1%
INTC vs ABCL
-81.3%
+194.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +4.7% |
| 7D | +7.1% | +0.7% | +6.4% | +6.9% |
| 30D | -5.2% | +93.1% | -98.3% | -16.8% |
| 3M | -14.3% | +79.4% | -93.7% | -24.2% |
| 6M | +110.2% | +214.9% | -104.7% | +67.8% |
| YTD | +159.6% | +234.2% | -74.6% | +104.4% |
| 1Y | +289.3% | +174.8% | +114.5% | +213.8% |
| 3Y | +166.1% | +104.5% | +61.6% | +109.6% |
| 5Y | +94.4% | -39.0% | +133.4% | +65.5% |
| All | +113.1% | -81.3% | +194.4% | +92.4% |
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 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