+56.4%
V vs ABCL
+104.5%
-48.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -1.7% | +0.7% | -2.4% | -1.7% |
| 30D | +2.0% | +93.1% | -91.1% | -0.2% |
| 3M | +17.4% | +79.4% | -62.1% | +14.9% |
| 6M | +17.5% | +214.9% | -197.4% | +12.3% |
| YTD | +7.6% | +234.2% | -226.6% | +2.3% |
| 1Y | +7.7% | +174.8% | -167.0% | +2.9% |
| All | +56.4% | +104.5% | -48.1% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling