+39.2%
S vs ABCL
+138.2%
-99.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -8.2% | -10.0% | +1.8% | -6.8% |
| 30D | -7.6% | -10.9% | +3.3% | -6.3% |
| 3M | +12.0% | +101.6% | -89.7% | -0.5% |
| 6M | +50.6% | +167.5% | -117.0% | +26.6% |
| YTD | +56.6% | +259.1% | -202.5% | +20.6% |
| 1Y | +39.2% | +152.2% | -112.9% | +12.8% |
| All | +39.2% | +138.2% | -99.0% | +12.8% |
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