+145.7%
MSFT vs ABCL
-81.3%
+227.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.0% |
| 7D | -2.7% | +0.7% | -3.4% | -2.7% |
| 30D | +2.7% | +93.1% | -90.4% | -2.7% |
| 3M | +17.0% | +79.4% | -62.5% | +10.9% |
| 6M | +23.8% | +214.9% | -191.1% | +12.2% |
| YTD | +4.0% | +234.2% | -230.2% | -6.7% |
| 1Y | -0.8% | +174.8% | -175.6% | -10.3% |
| 3Y | +55.6% | +104.5% | -48.9% | +39.5% |
| 5Y | +72.9% | -39.0% | +111.9% | +62.3% |
| All | +145.7% | -81.3% | +227.0% | +133.7% |
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