+103.7%
SOXX vs ABCL
+142.1%
-38.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -1.9% |
| 7D | +3.0% | -9.6% | +12.6% | +4.7% |
| 30D | -3.1% | +7.2% | -10.3% | -4.7% |
| 3M | -4.4% | +105.5% | -109.9% | -19.3% |
| 6M | +52.9% | +193.0% | -140.1% | +17.9% |
| YTD | +72.0% | +205.8% | -133.8% | +29.1% |
| All | +103.7% | +142.1% | -38.4% | +65.8% |
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