-61.8%
XYZ vs ABCL
-81.3%
+19.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -1.7% | +93.1% | -94.8% | -23.7% |
| 3M | +16.7% | +79.4% | -62.7% | -9.1% |
| 6M | +26.9% | +214.9% | -188.0% | -20.7% |
| YTD | +27.1% | +234.2% | -207.1% | -23.7% |
| 1Y | +9.3% | +174.8% | -165.5% | -31.4% |
| 3Y | +42.3% | +104.5% | -62.2% | -10.3% |
| 5Y | -69.3% | -39.0% | -30.3% | -73.2% |
| All | -61.8% | -81.3% | +19.5% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling