+19.3%
XLK vs ABCL
+197.3%
-178.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.1% | +7.3% | +3.8% |
| 7D | -1.2% | -2.7% | +1.5% | -0.9% |
| 30D | -11.2% | -5.4% | -5.8% | -10.7% |
| 3M | -6.2% | +22.4% | -28.6% | -8.9% |
| 6M | -1.7% | +127.6% | -129.4% | -14.2% |
| YTD | +21.5% | +249.4% | -227.9% | -4.2% |
| All | +19.3% | +197.3% | -178.0% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling