+73.3%
IR vs ABCL
-81.3%
+154.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.7% |
| 3M | +6.1% | +79.4% | -73.4% | -0.8% |
| 6M | -16.8% | +214.9% | -231.7% | -26.7% |
| YTD | -3.5% | +234.2% | -237.7% | -16.0% |
| 1Y | -3.5% | +174.8% | -178.2% | -15.1% |
| 3Y | +9.5% | +104.5% | -95.0% | -5.3% |
| 5Y | +45.1% | -39.0% | +84.1% | +31.7% |
| All | +73.3% | -81.3% | +154.6% | +66.0% |
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 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