+355.5%
PSX vs ABCL
-81.3%
+436.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | +4.5% | +0.7% | +3.8% | +4.5% |
| 30D | +26.6% | +93.1% | -66.5% | +22.1% |
| 3M | +39.3% | +79.4% | -40.2% | +34.4% |
| 6M | +56.8% | +214.9% | -158.1% | +46.4% |
| YTD | +101.8% | +234.2% | -132.4% | +86.9% |
| 1Y | +99.6% | +174.8% | -75.2% | +86.1% |
| 3Y | +140.3% | +104.5% | +35.9% | +120.2% |
| 5Y | +339.3% | -39.0% | +378.3% | +311.5% |
| All | +355.5% | -81.3% | +436.8% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling