-13.7%
T vs ABCL
+120.4%
-134.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.4% | +9.3% | -0.6% |
| 7D | +4.3% | -14.9% | +19.2% | +3.4% |
| 30D | -9.7% | -15.4% | +5.7% | -10.2% |
| 3M | -4.3% | +88.0% | -92.3% | -1.9% |
| 6M | -13.7% | +138.8% | -152.5% | -12.8% |
| All | -13.7% | +120.4% | -134.1% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling