-4.4%
ON vs ABCL
+156.0%
-160.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.3% | -0.8% |
| 7D | -11.7% | -3.2% | -8.5% | -11.2% |
| 30D | -23.3% | -7.4% | -15.9% | -22.3% |
| 3M | -19.2% | +81.9% | -101.1% | -29.2% |
| 6M | -40.1% | +135.7% | -175.9% | -52.0% |
| YTD | +16.9% | +247.4% | -230.5% | -16.3% |
| 1Y | +29.7% | +162.3% | -132.5% | -0.9% |
| 3Y | -4.4% | +165.5% | -169.9% | -37.5% |
| All | -4.4% | +156.0% | -160.4% | -37.5% |
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