-24.9%
LOW vs ABCL
+171.1%
-196.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.4% | +1.4% | -1.0% | +0.4% |
| 30D | -10.1% | +65.1% | -75.2% | -10.3% |
| 3M | -2.9% | +111.1% | -113.9% | -3.3% |
| 6M | -19.4% | +231.6% | -251.0% | -21.0% |
| YTD | -15.4% | +234.5% | -249.9% | -17.2% |
| 1Y | -24.9% | +174.3% | -199.3% | -27.4% |
| All | -24.9% | +171.1% | -196.0% | -27.4% |
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