-60.7%
MKTX vs ABCL
-37.3%
-23.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | +1.0% | +65.1% | -64.1% | -3.0% |
| 3M | +41.3% | +111.1% | -69.8% | +32.6% |
| 6M | -11.3% | +231.6% | -242.9% | -20.3% |
| YTD | -8.6% | +234.5% | -243.1% | -18.5% |
| 1Y | -11.1% | +174.3% | -185.4% | -20.1% |
| 3Y | -24.5% | +111.5% | -136.0% | -32.0% |
| All | -60.7% | -37.3% | -23.4% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling