+24.5%
Q vs ABCL
+101.6%
-77.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | +1.2% | -3.3% | +4.4% | +1.8% |
| 30D | -2.7% | -7.1% | +4.4% | -1.4% |
| 3M | -16.9% | +4.7% | -21.7% | -18.2% |
| 6M | -26.9% | +140.9% | -167.7% | -42.8% |
| YTD | +45.2% | +236.0% | -190.7% | -3.6% |
| 1Y | +38.1% | +217.4% | -179.3% | -6.7% |
| All | +24.5% | +101.6% | -77.1% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling