+216.2%
TER vs ABCL
-81.3%
+297.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.7% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | -8.3% | +93.1% | -101.3% | -21.7% |
| 3M | -12.2% | +79.4% | -91.6% | -24.3% |
| 6M | +17.1% | +214.9% | -197.8% | -10.5% |
| YTD | +84.7% | +234.2% | -149.5% | +37.8% |
| 1Y | +199.9% | +174.8% | +25.2% | +130.7% |
| 3Y | +232.8% | +104.5% | +128.3% | +151.6% |
| 5Y | +198.6% | -39.0% | +237.6% | +156.5% |
| All | +216.2% | -81.3% | +297.4% | +177.2% |
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