-58.5%
Z vs ABCL
+127.6%
-186.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -9.4% | -1.3% | -10.0% |
| 7D | -2.3% | -14.9% | +12.6% | -1.2% |
| 30D | +9.4% | -15.4% | +24.7% | +10.5% |
| 3M | -16.1% | +88.0% | -104.1% | -23.4% |
| 6M | -30.4% | +138.8% | -169.3% | -40.2% |
| YTD | -55.6% | +225.4% | -281.0% | -64.6% |
| 1Y | -58.5% | +137.3% | -195.8% | -65.4% |
| All | -58.5% | +127.6% | -186.1% | -65.4% |
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