-59.2%
W vs ABCL
-81.3%
+22.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.9% |
| 7D | -4.2% | +0.7% | -4.9% | -4.4% |
| 30D | -7.6% | +93.1% | -100.6% | -28.2% |
| 3M | +37.2% | +79.4% | -42.3% | +7.7% |
| 6M | +26.3% | +214.9% | -188.6% | -19.5% |
| YTD | -1.0% | +234.2% | -235.2% | -39.5% |
| 1Y | +20.1% | +174.8% | -154.7% | -24.8% |
| 3Y | +37.8% | +104.5% | -66.7% | -12.7% |
| 5Y | -63.7% | -39.0% | -24.6% | -70.7% |
| All | -59.2% | -81.3% | +22.1% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling