+18.8%
MA vs ABCL
+213.9%
-195.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.8% | +2.3% | -0.5% | +1.8% |
| 30D | +11.8% | -0.7% | +12.5% | +11.9% |
| 3M | +17.2% | +33.4% | -16.2% | +17.0% |
| 6M | +33.4% | +137.8% | -104.4% | +32.6% |
| YTD | +16.1% | +264.3% | -248.2% | +14.6% |
| All | +18.8% | +213.9% | -195.1% | +18.0% |
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