+93.2%
AA vs ABCL
-79.5%
+172.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.2% | +0.5% | +4.8% |
| 7D | +4.8% | +12.4% | -7.6% | +2.5% |
| 30D | -0.6% | -0.4% | -0.3% | -1.0% |
| 3M | -16.3% | +80.4% | -96.6% | -26.7% |
| 6M | -33.4% | +138.5% | -172.0% | -45.7% |
| YTD | -20.7% | +265.5% | -286.2% | -41.5% |
| 1Y | +12.9% | +219.7% | -206.8% | -14.6% |
| 3Y | +75.7% | +209.4% | -133.7% | +25.7% |
| 5Y | -6.8% | -15.0% | +8.2% | -23.3% |
| All | +93.2% | -79.5% | +172.7% | +72.1% |
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