-40.2%
IT vs ABCL
-41.3%
+1.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.5% |
| 7D | -6.0% | +0.7% | -6.7% | -6.1% |
| 30D | 0.0% | +93.1% | -93.1% | -7.8% |
| 3M | +13.1% | +79.4% | -66.4% | +4.3% |
| 6M | +11.7% | +214.9% | -203.2% | -4.3% |
| YTD | -26.1% | +234.2% | -260.3% | -37.4% |
| 1Y | -21.3% | +174.8% | -196.0% | -32.7% |
| 3Y | -46.7% | +104.5% | -151.2% | -54.7% |
| All | -40.2% | -41.3% | +1.1% | -43.8% |
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