-39.6%
MOD vs ABCL
+127.6%
-167.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.4% | +2.1% | -5.9% |
| 7D | -34.2% | -14.9% | -19.2% | -32.6% |
| 30D | -51.9% | -15.4% | -36.5% | -50.8% |
| 3M | -53.0% | +88.0% | -141.0% | -57.0% |
| 6M | -66.4% | +138.8% | -205.2% | -71.3% |
| YTD | -31.5% | +225.4% | -257.0% | -46.4% |
| 1Y | -39.6% | +137.3% | -176.9% | -47.3% |
| All | -39.6% | +127.6% | -167.2% | -47.3% |
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