+26.7%
Q vs ABCL
+100.5%
-73.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +0.2% | +0.7% | -0.5% | +0.1% |
| 30D | -11.1% | +93.1% | -104.2% | -23.2% |
| 3M | -22.1% | +79.4% | -101.6% | -32.9% |
| 6M | +0.5% | +214.9% | -214.4% | -28.9% |
| YTD | +47.8% | +234.2% | -186.4% | -1.5% |
| All | +26.7% | +100.5% | -73.8% | -8.5% |
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