+34.5%
S vs ABCL
+198.4%
-164.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +2.0% | -3.3% | +5.3% | +2.6% |
| 30D | -2.7% | -7.1% | +4.4% | -1.5% |
| 3M | -6.9% | +4.7% | -11.6% | -7.9% |
| 6M | +38.1% | +140.9% | -102.8% | +17.3% |
| YTD | +48.0% | +236.0% | -188.0% | +10.2% |
| 1Y | +34.5% | +217.4% | -182.9% | +2.5% |
| All | +34.5% | +198.4% | -164.0% | +2.5% |
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