+20.7%
XYZ vs ABCL
+138.2%
-117.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.8% | +14.5% | +15.2% |
| 7D | +16.5% | -10.0% | +26.5% | +18.3% |
| 30D | +15.0% | -10.9% | +25.8% | +16.7% |
| 3M | +3.5% | +101.6% | -98.1% | -11.9% |
| 6M | +21.9% | +167.5% | -145.7% | -7.0% |
| YTD | +34.6% | +259.1% | -224.4% | -10.8% |
| 1Y | +20.7% | +152.2% | -131.4% | -6.7% |
| All | +20.7% | +138.2% | -117.5% | -6.7% |
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