+82.9%
MA vs ABCL
-81.3%
+164.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -2.7% | +0.7% | -3.4% | -2.7% |
| 30D | +1.5% | +93.1% | -91.5% | -1.5% |
| 3M | +20.4% | +79.4% | -59.0% | +16.9% |
| 6M | +11.1% | +214.9% | -203.7% | +4.9% |
| YTD | +2.0% | +234.2% | -232.3% | -4.3% |
| 1Y | -2.2% | +174.8% | -176.9% | -7.7% |
| 3Y | +41.9% | +104.5% | -62.6% | +32.8% |
| 5Y | +75.4% | -39.0% | +114.4% | +66.4% |
| All | +82.9% | -81.3% | +164.1% | +74.1% |
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