+351.0%
SOXX vs ABCL
-81.2%
+432.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +5.6% | +1.4% | +4.2% | +5.4% |
| 30D | -2.7% | +65.1% | -67.8% | -12.1% |
| 3M | -7.5% | +111.1% | -118.6% | -20.6% |
| 6M | +63.5% | +231.6% | -168.1% | +28.5% |
| YTD | +75.7% | +234.5% | -158.9% | +36.3% |
| 1Y | +113.3% | +174.3% | -61.0% | +69.9% |
| 3Y | +227.4% | +111.5% | +115.9% | +154.2% |
| 5Y | +256.2% | -37.3% | +293.4% | +211.3% |
| All | +351.0% | -81.2% | +432.2% | +320.5% |
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 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