+42.1%
U vs ABCL
+198.4%
-156.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.4% | +5.4% |
| 7D | +2.6% | -3.3% | +5.8% | +3.1% |
| 30D | +27.6% | -7.1% | +34.7% | +28.4% |
| 3M | +15.3% | +4.7% | +10.6% | +11.4% |
| 6M | +96.4% | +140.9% | -44.5% | +43.6% |
| YTD | +19.6% | +236.0% | -216.4% | -24.0% |
| 1Y | +42.1% | +217.4% | -175.3% | -8.3% |
| All | +42.1% | +198.4% | -156.3% | -8.3% |
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