+52.5%
SOXX vs ABCL
+138.2%
-85.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -4.0% | -3.3% |
| 7D | -13.7% | -10.0% | -3.7% | -12.2% |
| 30D | -23.6% | -10.9% | -12.7% | -22.3% |
| 3M | -16.9% | +101.6% | -118.5% | -27.4% |
| 6M | -2.4% | +167.5% | -169.9% | -21.8% |
| YTD | +49.8% | +259.1% | -209.2% | +10.0% |
| 1Y | +52.5% | +152.2% | -99.6% | +22.5% |
| All | +52.5% | +138.2% | -85.7% | +22.5% |
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