-18.4%
IT vs ABCL
+213.9%
-232.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -7.5% | +2.3% | -9.8% | -7.6% |
| 30D | -1.2% | -0.7% | -0.5% | -1.1% |
| 3M | -2.2% | +33.4% | -35.6% | -5.3% |
| 6M | +19.1% | +137.8% | -118.7% | +6.3% |
| YTD | -25.1% | +264.3% | -289.4% | -38.0% |
| All | -18.4% | +213.9% | -232.3% | -31.2% |
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