-94.4%
AAOX vs ABCL
+273.1%
-367.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.2% | +3.7% | +5.2% |
| 7D | -35.9% | +12.4% | -48.3% | -38.2% |
| 30D | -81.6% | -0.4% | -81.2% | -80.0% |
| 3M | -90.3% | +80.4% | -170.7% | -92.4% |
| 6M | -95.7% | +138.5% | -234.2% | -96.9% |
| All | -94.4% | +273.1% | -367.5% | -96.1% |
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