+234.3%
ACGL vs ABCL
-80.5%
+314.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.7% | -9.7% | -2.9% |
| 7D | +0.9% | -3.2% | +4.0% | +0.9% |
| 30D | +13.7% | -7.4% | +21.1% | +13.7% |
| 3M | +8.0% | +81.9% | -73.9% | +8.1% |
| 6M | +13.3% | +135.7% | -122.4% | +13.3% |
| YTD | +11.8% | +247.4% | -235.5% | +11.8% |
| 1Y | +22.2% | +162.3% | -140.0% | +22.3% |
| 3Y | +32.5% | +165.5% | -133.0% | +31.9% |
| 5Y | +160.2% | -21.3% | +181.5% | +162.7% |
| All | +234.3% | -80.5% | +314.8% | +236.1% |
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