-79.8%
ABCL vs COO
-28.1%
-51.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.8% | +8.5% | +7.6% |
| 7D | -3.2% | +4.7% | -7.9% | -5.5% |
| 30D | -7.4% | +13.9% | -21.3% | -13.5% |
| 3M | +81.9% | -14.9% | +96.9% | +94.5% |
| 6M | +135.7% | +2.0% | +133.7% | +127.8% |
| YTD | +247.4% | -23.9% | +271.3% | +291.3% |
| 1Y | +162.3% | -9.6% | +171.9% | +170.4% |
| 3Y | +165.5% | -25.4% | +190.9% | +187.4% |
| 5Y | -21.3% | -41.2% | +19.9% | -10.9% |
| All | -79.8% | -28.1% | -51.7% | -79.3% |
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