+176.0%
WMT vs ABCL
-79.6%
+255.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.6% | +2.3% | -1.7% | +0.6% |
| 30D | +12.8% | -0.7% | +13.4% | +12.8% |
| 3M | +11.7% | +33.4% | -21.7% | +11.5% |
| 6M | -3.5% | +137.8% | -141.3% | -4.0% |
| YTD | +13.4% | +264.3% | -250.9% | +11.8% |
| 1Y | +23.6% | +209.2% | -185.6% | +22.2% |
| 3Y | +133.9% | +208.4% | -74.5% | +128.1% |
| 5Y | +170.1% | -11.9% | +182.0% | +165.2% |
| All | +176.0% | -79.6% | +255.6% | +175.3% |
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 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