+4.4%
ON vs ABCL
+210.0%
-205.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.1% | +2.3% | -6.4% | -4.4% |
| 30D | -10.2% | -0.7% | -9.5% | -10.2% |
| 3M | -12.7% | +33.4% | -46.2% | -18.0% |
| 6M | -32.5% | +137.8% | -170.3% | -45.8% |
| YTD | +28.6% | +264.3% | -235.8% | -8.6% |
| 1Y | +43.4% | +209.2% | -165.8% | +5.8% |
| All | +4.4% | +210.0% | -205.5% | -34.8% |
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