+246.4%
JPM vs ABCL
-81.3%
+327.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | -0.2% | +93.1% | -93.2% | -4.6% |
| 3M | +15.9% | +79.4% | -63.6% | +10.8% |
| 6M | +20.9% | +214.9% | -193.9% | +11.1% |
| YTD | +12.9% | +234.2% | -221.3% | +2.9% |
| 1Y | +20.3% | +174.8% | -154.5% | +10.4% |
| 3Y | +160.9% | +104.5% | +56.5% | +135.8% |
| 5Y | +154.8% | -39.0% | +193.8% | +133.3% |
| All | +246.4% | -81.3% | +327.7% | +212.9% |
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