+90.1%
RF vs ABCL
-41.3%
+131.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | -3.6% | +93.1% | -96.7% | -11.4% |
| 3M | +8.1% | +79.4% | -71.4% | -0.6% |
| 6M | +11.5% | +214.9% | -203.4% | -5.3% |
| YTD | +15.6% | +234.2% | -218.6% | -3.4% |
| 1Y | +15.7% | +174.8% | -159.1% | -2.2% |
| 3Y | +86.9% | +104.5% | -17.6% | +55.8% |
| All | +90.1% | -41.3% | +131.4% | +63.6% |
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