+79.4%
W vs ABCL
+120.4%
-41.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.4% | +1.1% | -6.5% |
| 7D | -5.6% | -14.9% | +9.3% | -2.9% |
| 30D | +7.5% | -15.4% | +22.9% | +10.4% |
| 3M | +5.4% | +88.0% | -82.6% | -9.8% |
| 6M | +79.4% | +138.8% | -59.4% | +37.1% |
| All | +79.4% | +120.4% | -41.0% | +37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling