-5.2%
ABNB vs ABCL
-21.8%
+16.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +6.7% | +4.9% | +10.5% |
| 7D | +15.6% | -3.2% | +18.8% | +15.9% |
| 30D | +18.3% | -7.4% | +25.7% | +19.1% |
| 3M | +25.3% | +81.9% | -56.6% | +9.3% |
| 6M | +35.8% | +135.7% | -99.9% | +10.3% |
| YTD | +40.0% | +247.4% | -207.4% | +3.2% |
| 1Y | +57.6% | +162.3% | -104.6% | +22.4% |
| 3Y | +60.8% | +165.5% | -104.7% | +13.3% |
| All | -5.2% | -21.8% | +16.6% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling