-54.4%
IT vs ABCL
+210.0%
-264.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.3% |
| 3M | -2.2% | +33.4% | -35.6% | -4.7% |
| 6M | +19.1% | +137.8% | -118.7% | +10.1% |
| YTD | -25.1% | +264.3% | -289.4% | -33.3% |
| 1Y | -17.4% | +209.2% | -226.6% | -25.9% |
| All | -54.4% | +210.0% | -264.4% | -60.7% |
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