-3.5%
IR vs ABCL
+186.8%
-190.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | -15.1% | +93.1% | -108.2% | -19.8% |
| 3M | +6.1% | +79.4% | -73.4% | +0.1% |
| 6M | -16.8% | +214.9% | -231.7% | -27.1% |
| YTD | -3.5% | +234.2% | -237.7% | -16.9% |
| 1Y | -3.5% | +174.8% | -178.2% | -15.4% |
| All | -3.5% | +186.8% | -190.3% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling