+43.2%
TER vs ABCL
+138.2%
-95.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -7.0% |
| 7D | -19.9% | -10.0% | -9.9% | -17.7% |
| 30D | -43.5% | -10.9% | -32.7% | -42.0% |
| 3M | -37.8% | +101.6% | -139.4% | -50.1% |
| 6M | -25.6% | +167.5% | -193.1% | -48.4% |
| YTD | +29.8% | +259.1% | -229.2% | -21.4% |
| 1Y | +43.2% | +152.2% | -109.0% | -1.8% |
| All | +43.2% | +138.2% | -95.0% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling