+214.8%
XLK vs ABCL
-81.3%
+296.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | +0.7% | +93.1% | -92.3% | -7.4% |
| 3M | -2.9% | +79.4% | -82.4% | -10.5% |
| 6M | +34.3% | +214.9% | -180.6% | +15.3% |
| YTD | +30.4% | +234.2% | -203.8% | +10.5% |
| 1Y | +43.4% | +174.8% | -131.4% | +23.3% |
| 3Y | +116.8% | +104.5% | +12.4% | +83.5% |
| 5Y | +144.0% | -39.0% | +183.0% | +119.5% |
| All | +214.8% | -81.3% | +296.1% | +189.0% |
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 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