+44.2%
LOW vs ABCL
-81.3%
+125.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -7.0% | +93.1% | -100.1% | -11.6% |
| 3M | -0.9% | +79.4% | -80.3% | -5.7% |
| 6M | -20.1% | +214.9% | -235.0% | -27.6% |
| YTD | -13.9% | +234.2% | -248.1% | -22.7% |
| 1Y | -21.1% | +174.8% | -195.9% | -28.7% |
| 3Y | -6.6% | +104.5% | -111.1% | -16.6% |
| 5Y | +9.4% | -39.0% | +48.4% | +1.2% |
| All | +44.2% | -81.3% | +125.5% | +34.3% |
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 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