+39.8%
O vs ABCL
-81.3%
+121.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -1.9% | +93.1% | -95.0% | -4.0% |
| 3M | +3.8% | +79.4% | -75.6% | +1.7% |
| 6M | -4.7% | +214.9% | -219.6% | -8.7% |
| YTD | +12.5% | +234.2% | -221.7% | +7.3% |
| 1Y | +10.8% | +174.8% | -163.9% | +6.2% |
| 3Y | +28.8% | +104.5% | -75.7% | +22.7% |
| 5Y | +13.2% | -39.0% | +52.2% | +7.9% |
| All | +39.8% | -81.3% | +121.0% | +30.3% |
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