+16.2%
ACN vs ABCL
-79.6%
+95.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +1.6% | +2.3% | -0.7% | +1.3% |
| 30D | +24.6% | -0.7% | +25.3% | +24.3% |
| 3M | +46.2% | +33.4% | +12.8% | +41.8% |
| 6M | +46.2% | +137.8% | -91.6% | +33.5% |
| YTD | -0.9% | +264.3% | -265.2% | -13.4% |
| 1Y | +8.8% | +209.2% | -200.4% | -3.9% |
| 3Y | -14.3% | +208.4% | -222.7% | -27.3% |
| 5Y | -22.6% | -11.9% | -10.7% | -29.4% |
| All | +16.2% | -79.6% | +95.8% | +11.9% |
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 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