-21.1%
LOW vs ABCL
+186.8%
-208.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | -1.7% | +0.7% | -2.4% | -1.7% |
| 30D | -7.0% | +93.1% | -100.1% | -7.4% |
| 3M | -0.9% | +79.4% | -80.3% | -1.0% |
| 6M | -20.1% | +214.9% | -235.0% | -21.7% |
| YTD | -13.9% | +234.2% | -248.1% | -15.7% |
| 1Y | -21.1% | +174.8% | -195.9% | -23.3% |
| All | -21.1% | +186.8% | -208.0% | -23.3% |
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