+54.2%
ACM vs ABCL
-81.2%
+135.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +5.6% | -3.3% | +8.9% | +5.9% |
| 30D | +20.8% | -7.1% | +27.9% | +21.1% |
| 3M | +11.4% | +4.7% | +6.7% | +10.4% |
| 6M | +0.9% | +140.9% | -139.9% | -7.6% |
| YTD | -24.8% | +236.0% | -260.8% | -33.5% |
| 1Y | -46.4% | +217.4% | -263.8% | -52.4% |
| 3Y | -9.2% | +188.7% | -197.9% | -21.7% |
| 5Y | +5.0% | -23.5% | +28.5% | -4.3% |
| All | +54.2% | -81.2% | +135.4% | +45.6% |
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