0.0%
W vs ABCL
+198.8%
-198.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.7% |
| 7D | +1.1% | +2.3% | -1.2% | +0.7% |
| 30D | +6.4% | -0.7% | +7.1% | +6.2% |
| 3M | +9.0% | +33.4% | -24.4% | +2.0% |
| 6M | +69.8% | +137.8% | -68.0% | +33.2% |
| YTD | +12.1% | +264.3% | -252.3% | -22.6% |
| 1Y | 0.0% | +209.2% | -209.2% | -28.7% |
| All | 0.0% | +198.8% | -198.8% | -28.7% |
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