+53.6%
ACM vs ABCL
-79.5%
+133.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.2% | 0.0% | +4.9% |
| 7D | +6.9% | +12.4% | -5.5% | +6.1% |
| 30D | +19.1% | -0.4% | +19.4% | +18.8% |
| 3M | -6.9% | +80.4% | -87.3% | -11.8% |
| 6M | -12.0% | +138.5% | -150.6% | -19.2% |
| YTD | -25.1% | +265.5% | -290.6% | -34.1% |
| 1Y | -45.4% | +219.7% | -265.1% | -51.5% |
| 3Y | -6.9% | +209.4% | -216.3% | -20.1% |
| 5Y | +3.7% | -15.0% | +18.8% | -6.0% |
| All | +53.6% | -79.5% | +133.1% | +44.2% |
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