-2.6%
TECH vs ABCL
-81.3%
+78.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +0.7% | +93.1% | -92.4% | -11.7% |
| 3M | +36.3% | +79.4% | -43.1% | +20.0% |
| 6M | +25.6% | +214.9% | -189.3% | -1.5% |
| YTD | +23.7% | +234.2% | -210.5% | -5.2% |
| 1Y | +37.6% | +174.8% | -137.1% | +8.3% |
| 3Y | -6.6% | +104.5% | -111.1% | -27.8% |
| 5Y | -42.2% | -39.0% | -3.2% | -50.5% |
| All | -2.6% | -81.3% | +78.7% | -15.7% |
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