-72.6%
Z vs ABCL
-81.3%
+8.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -3.0% | +0.7% | -3.7% | -3.1% |
| 30D | -4.2% | +93.1% | -97.3% | -18.3% |
| 3M | -3.7% | +79.4% | -83.1% | -17.7% |
| 6M | -24.5% | +214.9% | -239.4% | -44.0% |
| YTD | -49.3% | +234.2% | -283.5% | -63.4% |
| 1Y | -58.7% | +174.8% | -233.4% | -69.6% |
| 3Y | -34.1% | +104.5% | -138.6% | -52.0% |
| 5Y | -64.5% | -39.0% | -25.5% | -68.7% |
| All | -72.6% | -81.3% | +8.6% | -74.2% |
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