+36.7%
ABNB vs ABCL
-79.5%
+116.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.1% | -0.7% |
| 7D | +11.2% | +12.4% | -1.2% | +9.1% |
| 30D | +14.7% | -0.4% | +15.1% | +14.2% |
| 3M | +6.9% | +80.4% | -73.5% | -5.4% |
| 6M | +34.5% | +138.5% | -104.1% | +11.7% |
| YTD | +40.2% | +265.5% | -225.3% | +6.3% |
| 1Y | +57.4% | +219.7% | -162.3% | +21.9% |
| 3Y | +64.7% | +209.4% | -144.7% | +18.1% |
| 5Y | -2.3% | -15.0% | +12.8% | -15.4% |
| All | +36.7% | -79.5% | +116.2% | +55.0% |
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