+27.6%
IR vs ABCL
+156.0%
-128.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.7% | -5.3% | +0.8% |
| 7D | +3.7% | -3.2% | +6.9% | +3.8% |
| 30D | +7.4% | -7.4% | +14.8% | +7.8% |
| 3M | -5.9% | +81.9% | -87.9% | -11.9% |
| 6M | +5.6% | +135.7% | -130.1% | -5.0% |
| YTD | +4.8% | +247.4% | -242.5% | -10.3% |
| 1Y | +6.9% | +162.3% | -155.3% | -6.2% |
| 3Y | +27.6% | +165.5% | -137.9% | +4.0% |
| All | +27.6% | +156.0% | -128.5% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling