+66.2%
XYZ vs ABCL
+206.1%
-140.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.3% |
| 7D | +12.6% | +2.3% | +10.3% | +12.0% |
| 30D | +10.8% | -0.7% | +11.5% | +10.2% |
| 3M | +8.4% | +33.4% | -25.0% | -0.7% |
| 6M | +14.3% | +137.8% | -123.5% | -13.5% |
| YTD | +31.5% | +264.3% | -232.8% | -13.7% |
| 1Y | +28.1% | +209.2% | -181.1% | -12.2% |
| 3Y | +66.2% | +208.4% | -142.2% | +3.8% |
| All | +66.2% | +206.1% | -140.0% | +3.8% |
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