+40.4%
XLB vs ABCL
+156.0%
-115.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.5% | -1.2% |
| 7D | -1.5% | -3.2% | +1.7% | -1.4% |
| 30D | +6.1% | -7.4% | +13.5% | +6.4% |
| 3M | 0.0% | +81.9% | -81.9% | -5.5% |
| 6M | 0.0% | +135.7% | -135.8% | -8.7% |
| YTD | +16.0% | +247.4% | -231.3% | +1.5% |
| 1Y | +24.7% | +162.3% | -137.5% | +11.6% |
| 3Y | +40.4% | +165.5% | -125.1% | +19.0% |
| All | +40.4% | +156.0% | -115.7% | +19.0% |
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