-68.0%
MKTX vs ABCL
-81.3%
+13.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | +1.1% | +93.1% | -92.0% | -3.0% |
| 3M | +36.1% | +79.4% | -43.3% | +30.7% |
| 6M | -12.9% | +214.9% | -227.7% | -19.6% |
| YTD | -8.5% | +234.2% | -242.7% | -16.3% |
| 1Y | -7.5% | +174.8% | -182.3% | -15.0% |
| 3Y | -28.3% | +104.5% | -132.8% | -34.1% |
| 5Y | -63.3% | -39.0% | -24.3% | -65.2% |
| All | -68.0% | -81.3% | +13.2% | -69.4% |
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 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