+21.9%
P vs ABCL
+118.2%
-96.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.1% | +8.5% | +5.7% |
| 7D | -4.7% | -2.7% | -2.0% | -3.6% |
| 30D | -31.4% | -5.4% | -26.0% | -30.0% |
| 3M | -2.6% | +22.4% | -25.1% | -7.2% |
| 6M | +21.9% | +127.6% | -105.7% | -3.1% |
| All | +21.9% | +118.2% | -96.2% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling