+18.0%
Q vs ABCL
+138.2%
-120.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -3.3% | -10.0% | +6.7% | -1.5% |
| 30D | -9.7% | -10.9% | +1.2% | -8.1% |
| 3M | -16.1% | +101.6% | -117.7% | -28.8% |
| 6M | -15.7% | +167.5% | -183.2% | -37.2% |
| YTD | +45.7% | +259.1% | -213.3% | -8.5% |
| 1Y | +18.0% | +152.2% | -134.1% | -14.2% |
| All | +18.0% | +138.2% | -120.2% | -14.2% |
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