+137.3%
WMT vs ABCL
+196.9%
-59.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | +0.2% |
| 7D | -1.6% | +12.4% | -14.0% | -1.5% |
| 30D | +12.9% | -0.4% | +13.2% | +12.9% |
| 3M | +12.6% | +80.4% | -67.8% | +12.7% |
| 6M | -3.4% | +138.5% | -142.0% | -3.3% |
| YTD | +13.5% | +265.5% | -252.0% | +12.3% |
| 1Y | +23.5% | +219.7% | -196.2% | +22.5% |
| 3Y | +137.3% | +209.4% | -72.1% | +124.3% |
| All | +137.3% | +196.9% | -59.6% | +124.3% |
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