-78.8%
ABCL vs COO
-26.3%
-52.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +4.1% |
| 7D | +12.4% | +4.3% | +8.1% | +10.2% |
| 30D | -0.4% | +17.6% | -17.9% | -8.3% |
| 3M | +80.4% | -13.9% | +94.3% | +91.8% |
| 6M | +138.5% | +6.6% | +132.0% | +126.0% |
| YTD | +265.5% | -22.0% | +287.5% | +307.2% |
| 1Y | +219.7% | -8.8% | +228.5% | +229.1% |
| 3Y | +209.4% | -21.5% | +230.9% | +226.1% |
| 5Y | -15.0% | -41.0% | +26.0% | -4.8% |
| All | -78.8% | -26.3% | -52.5% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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