+59.0%
T vs ABCL
-81.3%
+140.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | -1.3% | +0.7% | -2.0% | -1.3% |
| 30D | +11.4% | +93.1% | -81.7% | +10.8% |
| 3M | +14.3% | +79.4% | -65.1% | +13.8% |
| 6M | -9.3% | +214.9% | -224.1% | -10.3% |
| YTD | +7.1% | +234.2% | -227.1% | +5.7% |
| 1Y | -9.1% | +174.8% | -183.9% | -10.2% |
| 3Y | +105.3% | +104.5% | +0.9% | +103.0% |
| 5Y | +66.8% | -39.0% | +105.8% | +64.1% |
| All | +59.0% | -81.3% | +140.2% | +54.7% |
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