+93.4%
META vs ABCL
+139.9%
-46.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -3.4% |
| 7D | -3.1% | -14.9% | +11.8% | -2.2% |
| 30D | -18.1% | -15.4% | -2.7% | -17.4% |
| 3M | +2.9% | +88.0% | -85.2% | -1.6% |
| 6M | +0.2% | +138.8% | -138.6% | -6.8% |
| YTD | -8.1% | +225.4% | -233.5% | -17.2% |
| 1Y | -4.5% | +137.3% | -141.8% | -12.0% |
| All | +93.4% | +139.9% | -46.4% | +65.6% |
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