+48.4%
IR vs ABCL
-41.3%
+89.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | -15.1% | +93.1% | -108.2% | -22.0% |
| 3M | +6.1% | +79.4% | -73.4% | -2.5% |
| 6M | -16.8% | +214.9% | -231.7% | -29.1% |
| YTD | -3.5% | +234.2% | -237.7% | -19.1% |
| 1Y | -3.5% | +174.8% | -178.2% | -18.0% |
| 3Y | +9.5% | +104.5% | -95.0% | -8.4% |
| All | +48.4% | -41.3% | +89.7% | +39.1% |
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