+47.6%
MSFT vs ABCL
+206.1%
-158.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +2.3% | +2.3% | 0.0% | +2.2% |
| 30D | -0.4% | -0.7% | +0.3% | -0.4% |
| 3M | +5.6% | +33.4% | -27.9% | +3.2% |
| 6M | +29.0% | +137.8% | -108.8% | +20.6% |
| YTD | +10.9% | +264.3% | -253.4% | +0.5% |
| 1Y | +6.2% | +209.2% | -202.9% | -3.1% |
| 3Y | +47.6% | +208.4% | -160.8% | +28.4% |
| All | +47.6% | +206.1% | -158.5% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling