+229.8%
SOXX vs ABCL
+103.9%
+125.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.3% |
| 7D | +6.1% | -2.7% | +8.8% | +6.6% |
| 30D | +0.5% | +18.3% | -17.8% | -2.8% |
| 3M | -5.3% | +108.5% | -113.8% | -19.2% |
| 6M | +58.3% | +213.9% | -155.6% | +24.0% |
| YTD | +76.8% | +223.1% | -146.3% | +36.1% |
| 1Y | +114.6% | +160.6% | -46.0% | +70.5% |
| All | +229.8% | +103.9% | +125.9% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling