+149.0%
MO vs ABCL
-81.3%
+230.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | +0.6% | +93.1% | -92.4% | +1.9% |
| 3M | -1.0% | +79.4% | -80.4% | +0.3% |
| 6M | +4.3% | +214.9% | -210.5% | +6.2% |
| YTD | +23.3% | +234.2% | -210.9% | +25.5% |
| 1Y | +10.5% | +174.8% | -164.3% | +12.3% |
| 3Y | +96.3% | +104.5% | -8.2% | +100.7% |
| 5Y | +98.9% | -39.0% | +137.9% | +102.9% |
| All | +149.0% | -81.3% | +230.3% | +158.0% |
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 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