+33.0%
XLY vs ABCL
+103.9%
-70.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.0% |
| 7D | -2.1% | -2.7% | +0.6% | -1.8% |
| 30D | -6.0% | +18.3% | -24.3% | -7.8% |
| 3M | -2.7% | +108.5% | -111.2% | -10.7% |
| 6M | -1.5% | +213.9% | -215.4% | -14.2% |
| YTD | -5.4% | +223.1% | -228.5% | -18.5% |
| 1Y | -3.8% | +160.6% | -164.4% | -15.9% |
| All | +33.0% | +103.9% | -70.9% | +11.5% |
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