-24.5%
MKTX vs ABCL
+105.4%
-129.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.4% | +1.4% | -1.0% | +0.4% |
| 30D | +1.0% | +65.1% | -64.1% | -0.9% |
| 3M | +41.3% | +111.1% | -69.8% | +37.1% |
| 6M | -11.3% | +231.6% | -242.9% | -15.8% |
| YTD | -8.6% | +234.5% | -243.1% | -13.6% |
| 1Y | -11.1% | +174.3% | -185.4% | -15.8% |
| 3Y | -24.5% | +111.5% | -136.0% | -23.0% |
| All | -24.5% | +105.4% | -129.9% | -23.0% |
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 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