+45.5%
TMUS vs ABCL
-81.3%
+126.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -3.5% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +5.3% | +93.1% | -87.8% | +4.8% |
| 3M | +3.1% | +79.4% | -76.3% | +2.7% |
| 6M | -16.5% | +214.9% | -231.3% | -17.5% |
| YTD | -9.2% | +234.2% | -243.4% | -10.5% |
| 1Y | -26.5% | +174.8% | -201.2% | -27.5% |
| 3Y | +39.0% | +104.5% | -65.5% | +37.5% |
| 5Y | +40.4% | -39.0% | +79.4% | +40.8% |
| All | +45.5% | -81.3% | +126.7% | +46.9% |
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