-63.1%
W vs ABCL
-41.3%
-21.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.0% |
| 7D | -4.2% | +0.7% | -4.9% | -4.4% |
| 30D | -7.6% | +93.1% | -100.6% | -32.1% |
| 3M | +37.2% | +79.4% | -42.3% | +1.9% |
| 6M | +26.3% | +214.9% | -188.6% | -27.7% |
| YTD | -1.0% | +234.2% | -235.2% | -46.4% |
| 1Y | +20.1% | +174.8% | -154.7% | -33.3% |
| 3Y | +37.8% | +104.5% | -66.7% | -21.7% |
| All | -63.1% | -41.3% | -21.9% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling