+118.4%
M vs ABCL
+139.9%
-21.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.5% | -4.9% |
| 7D | -2.1% | -14.9% | +12.8% | -0.5% |
| 30D | +7.7% | -15.4% | +23.1% | +9.3% |
| 3M | -4.4% | +88.0% | -92.4% | -12.7% |
| 6M | +27.5% | +138.8% | -111.3% | +11.1% |
| YTD | +12.8% | +225.4% | -212.7% | -7.4% |
| 1Y | +20.7% | +137.3% | -116.6% | +3.8% |
| All | +118.4% | +139.9% | -21.5% | +68.7% |
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