+36.4%
ABNB vs ABCL
-80.5%
+117.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +6.7% | +4.9% | +10.6% |
| 7D | +15.6% | -3.2% | +18.8% | +15.9% |
| 30D | +18.3% | -7.4% | +25.7% | +19.0% |
| 3M | +25.3% | +81.9% | -56.6% | +10.9% |
| 6M | +35.8% | +135.7% | -99.9% | +12.9% |
| YTD | +40.0% | +247.4% | -207.4% | +7.1% |
| 1Y | +57.6% | +162.3% | -104.6% | +26.1% |
| 3Y | +60.8% | +165.5% | -104.7% | +18.7% |
| 5Y | -5.8% | -21.3% | +15.5% | -17.5% |
| All | +36.4% | -80.5% | +117.0% | +56.1% |
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