+455.3%
PL vs ABCL
+156.0%
+299.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.7% | +3.6% | +8.2% |
| 7D | -6.8% | -3.2% | -3.7% | -5.8% |
| 30D | -29.3% | -7.4% | -21.9% | -27.5% |
| 3M | -44.8% | +81.9% | -126.7% | -56.5% |
| 6M | -68.4% | +135.7% | -204.1% | -77.4% |
| YTD | -36.4% | +247.4% | -283.7% | -60.9% |
| 1Y | +0.7% | +162.3% | -161.5% | -32.5% |
| 3Y | +455.3% | +165.5% | +289.8% | +254.0% |
| All | +455.3% | +156.0% | +299.3% | +254.0% |
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