-43.1%
IT vs ABCL
-21.8%
-21.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.7% | -10.8% | -4.6% |
| 7D | -16.9% | -3.2% | -13.7% | -16.9% |
| 30D | +2.3% | -7.4% | +9.7% | +2.5% |
| 3M | +2.9% | +81.9% | -79.1% | -5.4% |
| 6M | +25.9% | +135.7% | -109.9% | +10.9% |
| YTD | -24.6% | +247.4% | -272.0% | -37.2% |
| 1Y | -16.0% | +162.3% | -178.3% | -28.0% |
| 3Y | -51.6% | +165.5% | -217.1% | -60.9% |
| All | -43.1% | -21.8% | -21.3% | -47.0% |
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 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