-53.2%
S vs ABCL
-46.3%
-6.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -7.7% | +0.7% | -8.4% | -7.9% |
| 30D | -5.3% | +93.1% | -98.4% | -24.2% |
| 3M | +20.3% | +79.4% | -59.2% | -3.2% |
| 6M | +47.4% | +214.9% | -167.5% | -3.1% |
| YTD | +32.5% | +234.2% | -201.7% | -16.4% |
| 1Y | +9.5% | +174.8% | -165.2% | -28.7% |
| 3Y | +15.5% | +104.5% | -89.0% | -23.8% |
| 5Y | -71.2% | -39.0% | -32.2% | -73.6% |
| All | -53.2% | -46.3% | -6.9% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling