+65.6%
XLB vs ABCL
-81.3%
+146.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | -0.4% | +93.1% | -93.5% | -5.7% |
| 3M | +2.0% | +79.4% | -77.5% | -3.4% |
| 6M | +1.8% | +214.9% | -213.0% | -8.1% |
| YTD | +16.6% | +234.2% | -217.6% | +4.2% |
| 1Y | +16.9% | +174.8% | -157.8% | +5.4% |
| 3Y | +32.6% | +104.5% | -71.9% | +17.8% |
| 5Y | +35.6% | -39.0% | +74.7% | +24.3% |
| All | +65.6% | -81.3% | +146.8% | +59.2% |
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