+51.8%
XLY vs ABCL
+185.8%
-134.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +2.0% | -3.3% | +5.3% | +2.3% |
| 30D | +7.6% | -7.1% | +14.7% | +8.0% |
| 3M | +1.5% | +4.7% | -3.2% | +0.4% |
| 6M | +1.5% | +140.9% | -139.4% | -9.0% |
| YTD | +1.1% | +236.0% | -234.9% | -13.4% |
| 1Y | +4.3% | +217.4% | -213.1% | -10.3% |
| 3Y | +51.8% | +188.7% | -136.9% | +22.3% |
| All | +51.8% | +185.8% | -134.1% | +22.3% |
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