+15.8%
ABT vs ABCL
-79.5%
+95.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +0.3% |
| 7D | +0.3% | +12.4% | -12.1% | -0.2% |
| 30D | +11.6% | -0.4% | +12.0% | +11.5% |
| 3M | +3.1% | +80.4% | -77.2% | -0.2% |
| 6M | +32.8% | +138.5% | -105.7% | +26.1% |
| YTD | -9.6% | +265.5% | -275.1% | -16.7% |
| 1Y | -10.4% | +219.7% | -230.1% | -16.9% |
| 3Y | +25.8% | +209.4% | -183.6% | +13.7% |
| 5Y | -3.4% | -15.0% | +11.6% | -7.1% |
| All | +15.8% | -79.5% | +95.3% | +18.7% |
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