+58.5%
A vs ABCL
-79.5%
+138.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +2.4% |
| 7D | +4.8% | +12.4% | -7.7% | +3.1% |
| 30D | +5.6% | -0.4% | +6.0% | +5.4% |
| 3M | +23.6% | +80.4% | -56.8% | +13.4% |
| 6M | +56.4% | +138.5% | -82.2% | +36.5% |
| YTD | +33.4% | +265.5% | -232.1% | +8.9% |
| 1Y | +23.7% | +219.7% | -196.0% | +2.6% |
| 3Y | +71.0% | +209.4% | -138.4% | +34.7% |
| 5Y | +16.8% | -15.0% | +31.9% | +1.8% |
| All | +58.5% | -79.5% | +138.0% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling