+57.3%
LLY vs ABCL
+138.2%
-80.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +10.1% | -10.0% | +20.0% | +10.9% |
| 30D | +24.0% | -10.9% | +34.9% | +25.0% |
| 3M | +27.3% | +101.6% | -74.4% | +16.0% |
| 6M | +47.0% | +167.5% | -120.6% | +28.5% |
| YTD | +32.6% | +259.1% | -226.5% | +10.9% |
| 1Y | +57.3% | +152.2% | -94.8% | +37.6% |
| All | +57.3% | +138.2% | -80.9% | +37.6% |
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