+135.5%
WMT vs ABCL
-81.3%
+216.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | +3.9% | +0.7% | +3.2% | +3.9% |
| 30D | -4.4% | +93.1% | -97.5% | -4.7% |
| 3M | -8.8% | +79.4% | -88.2% | -9.1% |
| 6M | -15.6% | +214.9% | -230.5% | -16.6% |
| YTD | -3.2% | +234.2% | -237.4% | -4.5% |
| 1Y | +7.0% | +174.8% | -167.7% | +5.8% |
| 3Y | +105.3% | +104.5% | +0.8% | +100.9% |
| 5Y | +129.3% | -39.0% | +168.3% | +125.6% |
| All | +135.5% | -81.3% | +216.8% | +135.1% |
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