+45.4%
MSCI vs ABCL
-81.3%
+126.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +0.6% | +93.1% | -92.5% | -5.9% |
| 3M | -7.1% | +79.4% | -86.5% | -13.1% |
| 6M | +0.8% | +214.9% | -214.0% | -11.4% |
| YTD | +1.0% | +234.2% | -233.2% | -12.4% |
| 1Y | +4.3% | +174.8% | -170.4% | -8.7% |
| 3Y | +9.9% | +104.5% | -94.5% | -4.6% |
| 5Y | -6.8% | -39.0% | +32.2% | -13.8% |
| All | +45.4% | -81.3% | +126.7% | +36.2% |
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