+72.1%
MA vs ABCL
+156.0%
-84.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.2% | -0.6% |
| 7D | +2.3% | -3.2% | +5.5% | +2.3% |
| 30D | +14.7% | -7.4% | +22.1% | +14.8% |
| 3M | +13.5% | +81.9% | -68.4% | +11.6% |
| 6M | +33.1% | +135.7% | -102.6% | +29.8% |
| YTD | +15.1% | +247.4% | -232.3% | +10.6% |
| 1Y | +18.7% | +162.3% | -143.5% | +15.1% |
| 3Y | +72.1% | +165.5% | -93.4% | +60.7% |
| All | +72.1% | +156.0% | -84.0% | +60.7% |
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