-0.4%
PL vs ABCL
+138.2%
-138.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.6% |
| 7D | -11.7% | -10.0% | -1.8% | -9.0% |
| 30D | -27.1% | -10.9% | -16.2% | -24.9% |
| 3M | -44.6% | +101.6% | -146.2% | -58.4% |
| 6M | -67.2% | +167.5% | -234.7% | -77.7% |
| YTD | -35.9% | +259.1% | -294.9% | -62.9% |
| 1Y | -0.4% | +152.2% | -152.5% | -36.4% |
| All | -0.4% | +138.2% | -138.6% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling