-14.2%
PL vs ABCL
+127.6%
-141.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -9.4% | -0.8% | -7.1% |
| 7D | -20.5% | -14.9% | -5.6% | -16.3% |
| 30D | -38.8% | -15.4% | -23.4% | -35.5% |
| 3M | -49.1% | +88.0% | -137.1% | -61.1% |
| 6M | -69.4% | +138.8% | -208.2% | -78.5% |
| YTD | -42.3% | +225.4% | -267.8% | -65.9% |
| 1Y | -14.2% | +137.3% | -151.5% | -42.6% |
| All | -14.2% | +127.6% | -141.8% | -42.6% |
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