+149.2%
NDAQ vs ABCL
-81.3%
+230.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.8% |
| 7D | -2.4% | +0.7% | -3.2% | -2.5% |
| 30D | +2.5% | +93.1% | -90.6% | -2.2% |
| 3M | +9.9% | +79.4% | -69.5% | +4.9% |
| 6M | +9.4% | +214.9% | -205.4% | -0.2% |
| YTD | +0.4% | +234.2% | -233.8% | -9.2% |
| 1Y | +4.0% | +174.8% | -170.7% | -5.2% |
| 3Y | +94.4% | +104.5% | -10.1% | +74.8% |
| 5Y | +56.7% | -39.0% | +95.7% | +44.5% |
| All | +149.2% | -81.3% | +230.5% | +134.7% |
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