+119.9%
NDAQ vs ABCL
+156.0%
-36.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.7% | -6.5% | -0.1% |
| 7D | +0.8% | -3.2% | +4.0% | +0.9% |
| 30D | +16.5% | -7.4% | +23.9% | +16.8% |
| 3M | +13.5% | +81.9% | -68.4% | +9.0% |
| 6M | +20.9% | +135.7% | -114.8% | +13.1% |
| YTD | +11.4% | +247.4% | -236.0% | +0.3% |
| 1Y | +25.9% | +162.3% | -136.3% | +15.5% |
| 3Y | +119.9% | +165.5% | -45.6% | +91.9% |
| All | +119.9% | +156.0% | -36.2% | +91.9% |
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