+18.4%
U vs ABCL
+138.2%
-119.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.7% |
| 7D | +7.5% | -10.0% | +17.5% | +9.6% |
| 30D | -7.0% | -10.9% | +3.8% | -5.3% |
| 3M | +20.6% | +101.6% | -81.1% | -1.5% |
| 6M | +53.2% | +167.5% | -114.4% | +10.6% |
| YTD | -3.9% | +259.1% | -262.9% | -38.3% |
| 1Y | +18.4% | +152.2% | -133.8% | -16.3% |
| All | +18.4% | +138.2% | -119.8% | -16.3% |
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