-18.3%
TEAM vs ABCL
-81.3%
+63.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | -0.4% | +0.7% | -1.1% | -0.6% |
| 30D | +67.3% | +93.1% | -25.8% | +44.0% |
| 3M | +86.8% | +79.4% | +7.3% | +60.3% |
| 6M | +146.8% | +214.9% | -68.1% | +85.9% |
| YTD | +16.9% | +234.2% | -217.3% | -14.0% |
| 1Y | +12.8% | +174.8% | -162.0% | -15.7% |
| 3Y | -7.3% | +104.5% | -111.7% | -31.3% |
| 5Y | -50.7% | -39.0% | -11.7% | -57.0% |
| All | -18.3% | -81.3% | +63.0% | -23.9% |
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