-42.0%
SE vs ABCL
-81.3%
+39.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -6.1% | +0.7% | -6.8% | -6.3% |
| 30D | -2.5% | +93.1% | -95.5% | -18.1% |
| 3M | +21.7% | +79.4% | -57.7% | +2.4% |
| 6M | +27.0% | +214.9% | -187.9% | -8.4% |
| YTD | -12.1% | +234.2% | -246.3% | -38.7% |
| 1Y | -40.9% | +174.8% | -215.7% | -57.6% |
| 3Y | +191.0% | +104.5% | +86.5% | +102.2% |
| 5Y | -68.3% | -39.0% | -29.3% | -69.9% |
| All | -42.0% | -81.3% | +39.2% | -29.4% |
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