-1.5%
XLY vs ABCL
+186.8%
-188.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -3.1% | +93.1% | -96.2% | -8.1% |
| 3M | -1.8% | +79.4% | -81.2% | -6.7% |
| 6M | -0.9% | +214.9% | -215.8% | -11.4% |
| YTD | -3.4% | +234.2% | -237.6% | -14.6% |
| 1Y | -1.5% | +174.8% | -176.3% | -10.6% |
| All | -1.5% | +186.8% | -188.3% | -10.6% |
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