-10.0%
MKTX vs ABCL
+145.5%
-155.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | -0.2% |
| 7D | -0.2% | -9.6% | +9.4% | -0.3% |
| 30D | +0.8% | +7.2% | -6.3% | +1.0% |
| 3M | +41.1% | +105.5% | -64.4% | +43.1% |
| 6M | -9.5% | +193.0% | -202.5% | -7.3% |
| YTD | -8.7% | +205.8% | -214.5% | -6.7% |
| 1Y | -10.0% | +144.4% | -154.4% | -10.4% |
| All | -10.0% | +145.5% | -155.5% | -10.4% |
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