+83.6%
AA vs ABCL
-81.2%
+164.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.5% |
| 7D | +0.5% | -3.3% | +3.8% | +1.1% |
| 30D | -0.6% | -7.1% | +6.5% | +0.3% |
| 3M | -19.7% | +4.7% | -24.4% | -21.3% |
| 6M | -41.6% | +140.9% | -182.5% | -52.5% |
| YTD | -24.6% | +236.0% | -260.6% | -43.5% |
| 1Y | +4.9% | +217.4% | -212.5% | -20.6% |
| 3Y | +66.8% | +188.7% | -121.9% | +20.9% |
| 5Y | -19.4% | -23.5% | +4.1% | -32.5% |
| All | +83.6% | -81.2% | +164.7% | +66.1% |
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 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