-29.9%
ABCL vs COO
-40.4%
+10.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.5% |
| 7D | -3.3% | +0.5% | -3.7% | -3.4% |
| 30D | -7.1% | +14.2% | -21.3% | -14.0% |
| 3M | +4.7% | -18.2% | +23.0% | +15.0% |
| 6M | +140.9% | +5.3% | +135.5% | +127.8% |
| YTD | +236.0% | -23.6% | +259.5% | +283.3% |
| 1Y | +217.4% | -12.7% | +230.1% | +235.0% |
| 3Y | +188.7% | -24.2% | +212.9% | +208.0% |
| All | -29.9% | -40.4% | +10.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling