+108.4%
M vs ABCL
+156.0%
-47.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.7% | -11.3% | -5.3% |
| 7D | -4.3% | -3.2% | -1.1% | -4.1% |
| 30D | +1.3% | -7.4% | +8.7% | +1.7% |
| 3M | -7.4% | +81.9% | -89.3% | -14.9% |
| 6M | +18.3% | +135.7% | -117.4% | +3.4% |
| YTD | +7.6% | +247.4% | -239.8% | -12.3% |
| 1Y | +17.4% | +162.3% | -144.9% | -0.4% |
| 3Y | +108.4% | +165.5% | -57.1% | +59.7% |
| All | +108.4% | +156.0% | -47.7% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling